Nicolas K's repositories
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
GPflowOpt
Bayesian Optimization using GPflow
Language:PythonApache-2.0000
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Bayesian Optimization using GPflow