José Antonio Duarte's repositories
rie_estimator
Package to calculate the RIE estimator of a correlation matrix
hcaa_implementation
This is an implementation of the HCAA (hierarchical clustering asset allocation) as proposed by Raffinot (2018)
clustering_shrinkage_estimator
Implementation of the correlation matrix estimator using shrinkage technique with clustering.
genetic_memetic_solver_implementation_TSP
This is an implementation for solving the TSP problem using a genetic and a memetic algorithm. PySpark is used to use a distributed workload.
algos_data_structures_python
A python port of the excelent course by Cold Steele
solucion_analitica_val_prop_mat_varcov
Documento donde se muestra la obtención analítica de la solución de los valores propios de R
cajas_chicas_oc
Análisis de frecuencia de palabras en excel utilizando python
Databricks-Certified-Data-Engineer-Professional
The resources of the preparation course for Databricks Data Engineer Professional certification exam
jduarte00.github.io
This is my personal webiste
learnsql_python
An implementation using Python, JupyterLab and MySQL of the final project found on the book 'Learn SQL in one day and Learn in Well' by Jamie Chan
optimizacion_markowitz_restricciones
Implementación Práctica en Python de Teoría de Portafolios de Markowitz bajo distintas restricciones
RIE_testing
Testing of previous public implementations of the RIE estimator.
simple-python-pyinstaller-app
For an introductory tutorial on how to use Jenkins to build a simple Python application with PyInstaller.
tesis
Repositorio para guardar avences de tesis "Métodos de clustering jerárquico para diversificación de portafolio"