See also my scientific articles here: https://ssrn.com/author=2738420
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Fortitudo Technologies
- https://fortitudo.tech
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fortitudo-tech/fortitudo.tech
fortitudo-tech/fortitudo.tech PublicEntropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
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fortitudo-tech/entropy-pooling
fortitudo-tech/entropy-pooling PublicEntropy Pooling in Python with a BSD 3-Clause license.
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