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Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Home Page: https://pyportfolioopt.readthedocs.io/

License: MIT License

Shell 0.01% Python 28.00% Jupyter Notebook 71.94% Dockerfile 0.05%

pyportfolioopt's Introduction

Hi ๐Ÿ‘‹, I'm Tassilo

Principial Research Scientist at SAP AI CTO Office

tjklein

tjklein

t_j_klein

  • Iโ€™m currently working on:

    • Representation learning in NLP with minimal supervision

      • Paper at ACL 2023 on self-supervised few-shot sentence representation learning.
        arXivView on GitHub
      • Paper at ACL 2022 on self-supervised sentence representation learning.
        arXivView on GitHub
    • Learning with minimal supervision (few-shot, self-supervised)

    • LLM alignment

    • Multi-modal LLMs (advanced reasoning with LLMs, knowledge-grounded LLMs)

  • All of my projects are available at https://tjklein.github.io

Connect with me:

t_j_klein https://www.linkedin.com/in/tassiloklein @tjklein

Languages and Tools:

aws bash blender c cplusplus csharp d3js firebase flask git grafana illustrator linux matlab mongodb objectivec opencv pandas photoshop python pytorch qt scikit_learn seaborn swift tensorflow

tjklein

ย tjklein

tjklein

pyportfolioopt's People

Contributors

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