361 Repositories
Python portfolio-optimization Libraries
Second Order Optimization and Curvature Estimation with K-FAC in JAX.
KFAC-JAX - Second Order Optimization with Approximate Curvature in JAX Installation | Quickstart | Documentation | Examples | Citing KFAC-JAX KFAC-JAX
Easy-to-use library to boost AI inference leveraging state-of-the-art optimization techniques.
NEW RELEASE How Nebullvm Works • Tutorials • Benchmarks • Installation • Get Started • Optimization Examples Discord | Website | LinkedIn | Twitter Ne
Ana's Portfolio
Ana's Portfolio ✌️ Welcome to my Portfolio! You will find here different Projects I have worked on (from scratch) 💪 Projects 💻 1️⃣ Hangman game (Mad
Code for intrusion detection system (IDS) development using CNN models and transfer learning
Intrusion-Detection-System-Using-CNN-and-Transfer-Learning This is the code for the paper entitled "A Transfer Learning and Optimized CNN Based Intrus
Python code to control laboratory hardware and perform Bayesian reaction optimization on the MIT Make-It system for chemical synthesis
Description This repository contains code accompanying the following paper on the Make-It robotic flow chemistry platform developed by the Jensen Rese
A toolkit for Lagrangian-based constrained optimization in Pytorch
Cooper About Cooper is a toolkit for Lagrangian-based constrained optimization in Pytorch. This library aims to encourage and facilitate the study of
Machine learning beginner to Kaggle competitor in 30 days. Non-coders welcome. The program starts Monday, August 2, and lasts four weeks. It's designed for people who want to learn machine learning.
30-Days-of-ML-Kaggle 🔥 About the Hands On Program 💻 Machine learning beginner → Kaggle competitor in 30 days. Non-coders welcome The program starts
🏎️ Accelerate training and inference of 🤗 Transformers with easy to use hardware optimization tools
Hugging Face Optimum 🤗 Optimum is an extension of 🤗 Transformers, providing a set of performance optimization tools enabling maximum efficiency to t
An end-to-end framework for mixed-integer optimization with data-driven learned constraints.
OptiCL OptiCL is an end-to-end framework for mixed-integer optimization (MIO) with data-driven learned constraints. We address a problem setting in wh
GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management
Bitcoin Realized Volatility Forecasting with GARCH and Multivariate LSTM Author: Chi Bui This Repository Repository Directory ├── README.md
A very simple tool for situations where optimization with onnx-simplifier would exceed the Protocol Buffers upper file size limit of 2GB, or simply to separate onnx files to any size you want.
sne4onnx A very simple tool for situations where optimization with onnx-simplifier would exceed the Protocol Buffers upper file size limit of 2GB, or
Athena is the only tool that you will ever need to optimize your portfolio.
Athena Portfolio optimization is the process of selecting the best portfolio (asset distribution), out of the set of all portfolios being considered,
Multiple-criteria decision-making (MCDM) with Electre, Promethee, Weighted Sum and Pareto
EasyMCDM - Quick Installation methods Install with PyPI Once you have created your Python environment (Python 3.6+) you can simply type: pip3 install
This repository contains the code and models necessary to replicate the results of paper: How to Robustify Black-Box ML Models? A Zeroth-Order Optimization Perspective
Black-Box-Defense This repository contains the code and models necessary to replicate the results of our recent paper: How to Robustify Black-Box ML M
This repository contains the code and models necessary to replicate the results of paper: How to Robustify Black-Box ML Models? A Zeroth-Order Optimization Perspective
Black-Box-Defense This repository contains the code and models necessary to replicate the results of our recent paper: How to Robustify Black-Box ML M
Autolfads-tf2 - A TensorFlow 2.0 implementation of Latent Factor Analysis via Dynamical Systems (LFADS) and AutoLFADS
autolfads-tf2 A TensorFlow 2.0 implementation of LFADS and AutoLFADS. Installati
Support for Competitive Coding badges to add in Github readme or portfolio websites.
Support for Competitive Coding badges to add in Github readme or portfolio websites.
B2EA: An Evolutionary Algorithm Assisted by Two Bayesian Optimization Modules for Neural Architecture Search
B2EA: An Evolutionary Algorithm Assisted by Two Bayesian Optimization Modules for Neural Architecture Search This is the offical implementation of the
Data science/Analysis Health Care Portfolio
Health-Care-DS-Projects Data Science/Analysis Health Care Portfolio Consists Of 3 Projects: Mexico Covid-19 project, analyze the patient medical histo
OMLT: Optimization and Machine Learning Toolkit
OMLT is a Python package for representing machine learning models (neural networks and gradient-boosted trees) within the Pyomo optimization environment.
LightGBM + Optuna: no brainer
AutoLGBM LightGBM + Optuna: no brainer auto train lightgbm directly from CSV files auto tune lightgbm using optuna auto serve best lightgbm model usin
A curated list of automated deep learning (including neural architecture search and hyper-parameter optimization) resources.
Awesome AutoDL A curated list of automated deep learning related resources. Inspired by awesome-deep-vision, awesome-adversarial-machine-learning, awe
Implementation of linesearch Optimization Algorithms in Python
Nonlinear Optimization Algorithms During my time as Scientific Assistant at the Karlsruhe Institute of Technology (Germany) I implemented various Opti
An open-source hyper-heuristic framework for multi-objective optimization
MOEA-HH An open-source hyper-heuristic framework for multi-objective optimization. Introduction The multi-objective optimization technique is widely u
Code Impementation for "Mold into a Graph: Efficient Bayesian Optimization over Mixed Spaces"
Code Impementation for "Mold into a Graph: Efficient Bayesian Optimization over Mixed Spaces" This repo contains the implementation of GEBO algorithm.
FLIght SCheduling OPTimization - a simple optimization library for flight scheduling and related problems in the discrete domain
Fliscopt FLIght SCheduling OPTimization 🛫 or fliscopt is a simple optimization library for flight scheduling and related problems in the discrete dom
This repository is the code of the paper Accelerating Deep Reinforcement Learning for Digital Twin Network Optimization with Evolutionary Strategies
ES_OTN_Public Carlos Güemes Palau, Paul Almasan, Pere Barlet Ros, Albert Cabellos Aparicio Contact us: [email protected], contactus@bn
Filtering variational quantum algorithms for combinatorial optimization
Current gate-based quantum computers have the potential to provide a computational advantage if algorithms use quantum hardware efficiently.
Crypto Portfolio Clustering with and without optimization techniques (elbow method, PCA).
Crypto Portfolio Clustering Crypto Portfolio Clustering with and without optimization techniques (elbow method, PCA). Analysis This is an anlysis of c
Portfolio asset allocation strategies: from Markowitz to RNNs
Portfolio asset allocation strategies: from Markowitz to RNNs Research project to explore different approaches for optimal portfolio allocation starti
SuperSonic, a new open-source framework to allow compiler developers to integrate RL into compilers easily, regardless of their RL expertise
Automating reinforcement learning architecture design for code optimization. Che
An Empirical Review of Optimization Techniques for Quantum Variational Circuits
QVC Optimizer Review Code for the paper "An Empirical Review of Optimization Techniques for Quantum Variational Circuits". Each of the python files ca
RRT algorithm and its optimization
RRT-Algorithm-Visualisation This is a project that aims to develop upon the RRT
This repository contains the source code for the paper Tutorial on amortized optimization for learning to optimize over continuous domains by Brandon Amos
Tutorial on Amortized Optimization This repository contains the source code for the paper Tutorial on amortized optimization for learning to optimize
LINUX-AOS (Automatic Optimization System)
LINUX-AOS (Automatic Optimization System)
Fibonacci Method Gradient Descent
An implementation of the Fibonacci method for gradient descent, featuring a TKinter GUI for inputting the function / parameters to be examined and a matplotlib plot of the function and results.
TensorFlow implementation for Bayesian Modeling and Uncertainty Quantification for Learning to Optimize: What, Why, and How
Bayesian Modeling and Uncertainty Quantification for Learning to Optimize: What, Why, and How TensorFlow implementation for Bayesian Modeling and Unce
HEAM: High-Efficiency Approximate Multiplier Optimization for Deep Neural Networks
Approximate Multiplier by HEAM What's HEAM? HEAM is a general optimization method to generate high-efficiency approximate multipliers for specific app
Improved Fitness Optimization Landscapes for Sequence Design
ReLSO Improved Fitness Optimization Landscapes for Sequence Design Description Citation How to run Training models Original data source Description In
In the AI for TSP competition we try to solve optimization problems using machine learning.
AI for TSP Competition Goal In the AI for TSP competition we try to solve optimization problems using machine learning. The competition will be hosted
Born-Infeld (BI) for AI: Energy-Conserving Descent (ECD) for Optimization
Born-Infeld (BI) for AI: Energy-Conserving Descent (ECD) for Optimization This repository contains the code for the BBI optimizer, introduced in the p
Hyperparameters tuning and features selection are two common steps in every machine learning pipeline.
shap-hypetune A python package for simultaneous Hyperparameters Tuning and Features Selection for Gradient Boosting Models. Overview Hyperparameters t
Tools for mathematical optimization region
Tools for mathematical optimization region
Portfolio-tracker - This serverless application let's you keep track of your investment portfolios
Portfolio-tracker - This serverless application let's you keep track of your investment portfolios
This repository contains FEDOT - an open-source framework for automated modeling and machine learning (AutoML)
package tests docs license stats support This repository contains FEDOT - an open-source framework for automated modeling and machine learning (AutoML
Optuna is an automatic hyperparameter optimization software framework, particularly designed for machine learning
Optuna is an automatic hyperparameter optimization software framework, particularly designed for machine learning. It features an imperative, define-by-run style user API.
Climin is a Python package for optimization, heavily biased to machine learning scenarios
climin climin is a Python package for optimization, heavily biased to machine learning scenarios distributed under the BSD 3-clause license. It works
A modern looking portfolio build with Django.
Django Portfolio A portfolio template using html/css/js in the frontend and Django as the backend framework. Cool features: smooth scrolling responsiv
Visual Python and C++ nanosecond profiler, logger, tests enabler
Look into Palanteer and get an omniscient view of your program Palanteer is a set of lean and efficient tools to improve the quality of software, for
Qcover is an open source effort to help exploring combinatorial optimization problems in Noisy Intermediate-scale Quantum(NISQ) processor.
Qcover is an open source effort to help exploring combinatorial optimization problems in Noisy Intermediate-scale Quantum(NISQ) processor. It is devel
A computational optimization project towards the goal of gerrymandering the results of a hypothetical election in the UK.
A computational optimization project towards the goal of gerrymandering the results of a hypothetical election in the UK.
PyGRANSO: A PyTorch-enabled port of GRANSO with auto-differentiation
PyGRANSO PyGRANSO: A PyTorch-enabled port of GRANSO with auto-differentiation Please check https://ncvx.org/PyGRANSO for detailed instructions (introd
Official implementation for the paper "SAPE: Spatially-Adaptive Progressive Encoding for Neural Optimization".
SAPE Project page Paper Official implementation for the paper "SAPE: Spatially-Adaptive Progressive Encoding for Neural Optimization". Environment Cre
learn python in 100 days, a simple step could be follow from beginner to master of every aspect of python programming and project also include side project which you can use as demo project for your personal portfolio
learn python in 100 days, a simple step could be follow from beginner to master of every aspect of python programming and project also include side project which you can use as demo project for your personal portfolio
PEPit is a package enabling computer-assisted worst-case analyses of first-order optimization methods.
PEPit: Performance Estimation in Python This open source Python library provides a generic way to use PEP framework in Python. Performance estimation
PyTorch implementation of "Optimization Planning for 3D ConvNets"
Optimization-Planning-for-3D-ConvNets Code for the ICML 2021 paper: Optimization Planning for 3D ConvNets. Authors: Zhaofan Qiu, Ting Yao, Chong-Wah N
Use graph-based analysis to re-classify stocks and to improve Markowitz portfolio optimization
Dynamic Stock Industrial Classification Use graph-based analysis to re-classify stocks and experiment different re-classification methodologies to imp
Course on computational design, non-linear optimization, and dynamics of soft systems at UIUC.
Computational Design and Dynamics of Soft Systems · This is a repository that contains the source code for generating the lecture notes, handouts, exe
End-To-End Optimization of LiDAR Beam Configuration
End-To-End Optimization of LiDAR Beam Configuration arXiv | IEEE Xplore This repository is the official implementation of the paper: End-To-End Optimi
Aircraft design optimization made fast through modern automatic differentiation
Aircraft design optimization made fast through modern automatic differentiation. Plug-and-play analysis tools for aerodynamics, propulsion, structures, trajectory design, and much more.
Designed a greedy algorithm based on Markov sequential decision-making process in MATLAB/Python to optimize using Gurobi solver
Designed a greedy algorithm based on Markov sequential decision-making process in MATLAB/Python to optimize using Gurobi solver, the wheel size, gear shifting sequence by modeling drivetrain constraints to achieve maximum laps in a race with a 2-hour time window.
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
PyPortfolioOpt has recently been published in the Journal of Open Source Software 🎉 PyPortfolioOpt is a library that implements portfolio optimizatio
GPOEO is a micro-intrusive GPU online energy optimization framework for iterative applications
GPOEO GPOEO is a micro-intrusive GPU online energy optimization framework for iterative applications. We also implement ODPP [1] as a comparison. [1]
Given a list of tickers, this algorithm generates a recommended portfolio for high-risk investors.
RiskyPortfolioGenerator Given a list of tickers, this algorithm generates a recommended portfolio for high-risk investors. Working in a group, we crea
learn python in 100 days, a simple step could be follow from beginner to master of every aspect of python programming and project also include side project which you can use as demo project for your personal portfolio
learn python in 100 days, a simple step could be follow from beginner to master of every aspect of python programming and project also include side project which you can use as demo project for your personal portfolio
Medical appointments No-Show classifier
Medical Appointments No-shows Why do 20% of patients miss their scheduled appointments? A person makes a doctor appointment, receives all the instruct
😸Awsome markdown readme for your profile or your portfolio
GitHub Profile Readme Description That's a simple and minimalist README.md for your profile Usage You can download or copy to your repository and make
A Collection of Cheatsheets, Books, Questions, and Portfolio For DS/ML Interview Prep
Here are the sections: Data Science Cheatsheets Data Science EBooks Data Science Question Bank Data Science Case Studies Data Science Portfolio Data J
Open-source implementation of Google Vizier for hyper parameters tuning
Advisor Introduction Advisor is the hyper parameters tuning system for black box optimization. It is the open-source implementation of Google Vizier w
deep learning model with only python and numpy with test accuracy 99 % on mnist dataset and different optimization choices
deep_nn_model_with_only_python_100%_test_accuracy deep learning model with only python and numpy with test accuracy 99 % on mnist dataset and differen
Free python/telegram bot for easy execution and surveillance of crypto trading plans on multiple exchanges.
EazeBot Introduction Have you ever traded cryptocurrencies and lost overview of your planned buys/sells? Have you encountered the experience that your
Machine Learning in Asset Management (by @firmai)
Machine Learning in Asset Management If you like this type of content then visit ML Quant site below: https://www.ml-quant.com/ Part One Follow this l
This project used bitcoin, S&P500, and gold to construct an investment portfolio that aimed to minimize risk by minimizing variance.
minvar_invest_portfolio This project used bitcoin, S&P500, and gold to construct an investment portfolio that aimed to minimize risk by minimizing var
Benchmarks for Model-Based Optimization
Design-Bench Design-Bench is a benchmarking framework for solving automatic design problems that involve choosing an input that maximizes a black-box
We provided a matlab implementation for an evolutionary multitasking AUC optimization framework (EMTAUC).
EMTAUC We provided a matlab implementation for an evolutionary multitasking AUC optimization framework (EMTAUC). In this code, SBGA is considered a ba
Data-Scrapping SEO - the project uses various data scrapping and Google autocompletes API tools to provide relevant points of different keywords so that search engines can be optimized
Data-Scrapping SEO - the project uses various data scrapping and Google autocompletes API tools to provide relevant points of different keywords so that search engines can be optimized; as this information is gathered, the marketing team can target the top keywords to get your company’s website higher on a results page.
AutoGluon: AutoML for Text, Image, and Tabular Data
AutoML for Text, Image, and Tabular Data AutoGluon automates machine learning tasks enabling you to easily achieve strong predictive performance in yo
Notes, programming assignments and quizzes from all courses within the Coursera Deep Learning specialization offered by deeplearning.ai
Coursera-deep-learning-specialization - Notes, programming assignments and quizzes from all courses within the Coursera Deep Learning specialization offered by deeplearning.ai: (i) Neural Networks and Deep Learning; (ii) Improving Deep Neural Networks: Hyperparameter tuning, Regularization and Optimization; (iii) Structuring Machine Learning Projects; (iv) Convolutional Neural Networks; (v) Sequence Models
Implementation of hyperparameter optimization/tuning methods for machine learning & deep learning models
Hyperparameter Optimization of Machine Learning Algorithms This code provides a hyper-parameter optimization implementation for machine learning algor
Optimizers-visualized - Visualization of different optimizers on local minimas and saddle points.
Optimizers Visualized Visualization of how different optimizers handle mathematical functions for optimization. Contents Installation Usage Functions
Codeflare - Scale complex AI/ML pipelines anywhere
Scale complex AI/ML pipelines anywhere CodeFlare is a framework to simplify the integration, scaling and acceleration of complex multi-step analytics
Hyperopt for solving CIFAR-100 with a convolutional neural network (CNN) built with Keras and TensorFlow, GPU backend
Hyperopt for solving CIFAR-100 with a convolutional neural network (CNN) built with Keras and TensorFlow, GPU backend This project acts as both a tuto
Beibo is a Python library that uses several AI prediction models to predict stocks returns over a defined period of time.
Beibo is a Python library that uses several AI prediction models to predict stocks returns over a defined period of time.
A proper portfolio tracker. Featuring historical allocation, cash flows and real returns.
Python Portfolio Analytics A portfolio tracker featuring account transactions, historical allocation, dividends and splits management and endless perf
NOMAD - A blackbox optimization software
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Translation to python of Chris Sims' optimization function
pycsminwel This is a locol minimization algorithm. Uses a quasi-Newton method with BFGS update of the estimated inverse hessian. It is robust against
A Momentumized, Adaptive, Dual Averaged Gradient Method for Stochastic Optimization
MADGRAD Optimization Method A Momentumized, Adaptive, Dual Averaged Gradient Method for Stochastic Optimization pip install madgrad Try it out! A best
An all-in-one financial analytics and smart portfolio creator as a Discord bot!
An all-in-one financial analytics bot to help you gain quantitative financial insights. Finn is a Discord Bot that lets you explore the stock market like you've never before!
An End-to-End Machine Learning Library to Optimize AUC (AUROC, AUPRC).
Logo by Zhuoning Yuan LibAUC: A Machine Learning Library for AUC Optimization Website | Updates | Installation | Tutorial | Research | Github LibAUC a
Python compiler that massively increases Python's code performance without code changes.
Flyable - A python compiler for highly performant code Flyable is a Python compiler that generates efficient native code. It uses different techniques
Optimizaciones incrementales al problema N-Body con el fin de evaluar y comparar las prestaciones de los traductores de Python en el ámbito de HPC.
Python HPC Optimizaciones incrementales de N-Body (all-pairs) con el fin de evaluar y comparar las prestaciones de los traductores de Python en el ámb
Code for the paper "Curriculum Dropout", ICCV 2017
Curriculum Dropout Dropout is a very effective way of regularizing neural networks. Stochastically "dropping out" units with a certain probability dis
OSLO: Open Source framework for Large-scale transformer Optimization
O S L O Open Source framework for Large-scale transformer Optimization What's New: December 21, 2021 Released OSLO 1.0. What is OSLO about? OSLO is a
Software Platform for solving and manipulating multiparametric programs in Python
PPOPT Python Parametric OPtimization Toolbox (PPOPT) is a software platform for solving and manipulating multiparametric programs in Python. This pack
Convex optimization for fun and profit.
CFMM Optimal Routing This repository contains the code needed to generate the figures used in the paper Optimal Routing for Constant Function Market M
Python SDK for LUSID by FINBOURNE, a bi-temporal investment management data platform with portfolio accounting capabilities.
LUSID® Python SDK This is the Python SDK for LUSID by FINBOURNE, a bi-temporal investment management data platform with portfolio accounting capabilit
A parallel branch-and-bound engine for Python.
pybnb A parallel branch-and-bound engine for Python. This software is copyright (c) by Gabriel A. Hackebeil (gabe.hacke
Stochastic Tensor Optimization for Robot Motion - A GPU Robot Motion Toolkit
STORM Stochastic Tensor Optimization for Robot Motion - A GPU Robot Motion Toolkit [Install Instructions] [Paper] [Website] This package contains code
Adversarial Texture Optimization from RGB-D Scans (CVPR 2020).
AdversarialTexture Adversarial Texture Optimization from RGB-D Scans (CVPR 2020). Scanning Data Download Please refer to data directory for details. B
scikit-learn models hyperparameters tuning and feature selection, using evolutionary algorithms.
Sklearn-genetic-opt scikit-learn models hyperparameters tuning and feature selection, using evolutionary algorithms. This is meant to be an alternativ