cvar-optimization

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Python library for portfolio optimization built on top of scikit-learn

Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

Portfolio Construction and Risk Management book's Python code.

Financial Portfolio Optimization Algorithms

Cross asset allocation with mean-variance and mean-CVaR (Expected Shortfall) optimization methods

CVaR Portfolio Optimization in High Dimensions

The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessme

AI-driven credit underwriting system combining Machine Learning (ML) & Reinforcement Learning (RL) to optimize loan approvals while managing risk: Credit Risk Prediction via Random Forest model; PPO & DQN for dynamic risk control; Custom OpenAI Gym Environment for simulating real-world lending scenarios & FastAPI real-time processing.

Graphical user interface for azapy library - Finacial Portfolio Optimization Algorithms