Math and Optimization - duxiaoyao/pdp GitHub Wiki

Math 借助Python学习数学

• Python Tools: NumPy SymPy SciPy Matplotlib Pandas Statsmodels Scikit-learn IPython JupyterLab
• Book: Essential Math for Data Science: Take Control of Your Data with Fundamental Linear Algebra, Probability, and Statistics

Optimization

• Finantial Portfolio Optimization: PyPortfolioOpt
• Linear Programming: PuLP + GLPK Solvers(for performance), Pyomo + GLPK Solvers(for performance), Excel Solver
• Convex Optimization: CVXPY, Pyomo, Excel Solver

Portfolio Optimization

• Portfolio Optimization using Python and CVXPY – How to select your MPF portfolio wisely?