phschiele

Philipp Schiele's repositories

A Python Package for Portfolio Optimization using the Critical Line Algorithm

Language:Python24 1 2

ARMA cell: a modular and effective approach for neural autoregressive modeling

Language:PythonApache-2.014 10

Language:PythonApache-2.03 10

A Python-embedded modeling language for convex optimization problems.

Language:C++Apache-2.0300

Python solutions to the Deep Learning course @ LMU (winter term 20/21)

Language:Jupyter NotebookMIT1 20

Pyodide is a Python distribution for the browser and Node.js based on WebAssembly

Language:PythonMPL-2.0100

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Language:Jupyter NotebookMIT100

Code and data related to CVXPY benchmarks.

Language:PythonApache-2.0000

Documentation for the Clarabel interior point conic solver

Language:JuliaApache-2.0000

Materials for a short course on convex optimization.

Language:Jupyter Notebook000

Code generation with CVXPY

Language:PythonApache-2.0000

Differentiation through cone programs

Language:PythonApache-2.0000

Python interface for ECOS

Language:CGPL-3.0000

Python interface for SCS

Language:Jupyter NotebookMIT000