lequant40 / portfolio_allocation_js Star 183 Code Issues Pull requests A JavaScript library to allocate and optimize financial portfolios. clustering linear-programming portfolio-optimization quantitative-finance smo optimization-algorithms quadratic-programming convex-optimization fista portfolio-selection correlation-matrix portfolio-allocation markowitz risk-parity risk-budgeting critical-line-algorithm index-tracking equal-risk-contributions Updated Mar 3, 2023 JavaScript
hamidreza-rhz / Index-tracking-portfolio-optimization-using-deep-learning Star 13 Code Issues Pull requests Tracking S&P 500 index with deep learning model python deep-neural-networks deep-learning pytorch portfolio-optimization fully-connected-network index-tracking Updated Jul 2, 2023 Jupyter Notebook
adityajaas / EE609A_Sparse_Index_Tracking Star 5 Code Issues Pull requests Term project based on Sparse Index Tracking for Passive Investment passive-investing index-tracking sparse-index-tracking ee609 Updated May 24, 2021 MATLAB
Martins6 / tracking-model Star 4 Code Issues Pull requests Genetic Algorithm Optimization for the Index-Tracking problem. optimization genetic-algorithm portfolio-optimization modelling quantitative-finance metaheuristics index-tracking Updated Aug 28, 2021 Python
nosnoc / vdx Star 2 Code Issues Pull requests Automatic Index Tracking for CasADi NLPs tools matlab developer-tools casadi modelling-tool index-tracking Updated Apr 2, 2025 MATLAB
sheri-na / Find_Index Star 0 Code Issues Pull requests Finds the index of a word in any txt file java feedback location index arraylist index-tracking Updated Mar 10, 2024 Java
alchemine / enhanced-index-tracking Star 0 Code Issues Pull requests 지수 상향 추종 포트폴리오 알고리즘 python machine-learning index-tracking Updated Aug 9, 2022 Python