Stanford University Convex Optimization Group
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- Stanford, CA
- http://www.stanford.edu/~boyd
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- pv_bundt_cake Public
Code reproducing results of the paper "Time Dilated Bundt Cake Analysis of PV Output"
- markowitz-reference Public
This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at Seventy.
- cov_pred_finance Public
- cvxstatarb Public
- cvxmarkowitz Public