scholarly article | Q13442814 |
P356 | DOI | 10.21105/JOSS.03066 |
P2093 | author name string | Robert Martin | |
P2860 | cites work | PORTFOLIO SELECTION* | Q56289184 |
Convex Optimization | Q58633368 | ||
A rewriting system for convex optimization problems | Q60608934 | ||
Optimization of conditional value-at-risk | Q90659352 | ||
Array programming with NumPy | Q99413970 | ||
Data Structures for Statistical Computing in Python | Q104437798 | ||
An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization | Q114938032 | ||
OSQP: an operator splitting solver for quadratic programs | Q120716989 | ||
P433 | issue | 61 | |
P304 | page(s) | 3066 | |
P577 | publication date | 2021-05-07 | |
P1433 | published in | Journal of Open Source Software | Q50817797 |
P1476 | title | PyPortfolioOpt: portfolio optimization in Python | |
P478 | volume | 6 |
Q114195463 | Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises | cites work | P2860 |
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