Discover @jduarte00 Open Source projects

José Antonio Duarte (@jduarte00)

jduarte00

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Global Rank 684,145 (Top 24 %)
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Registered over 6 years ago
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Python
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JavaScript
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Location 🇲🇽 Mexico
Country Total Rank 3,357
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142

Python
546

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rie_estimator

Package to calculate the RIE estimator of a correlation matrix

hcaa_implementation

This is an implementation of the HCAA (hierarchical clustering asset allocation) as proposed by Raffinot (2018)

Jupyter Notebook

simple-sales-forcasting

A simple library to forecast a sales time series

clustering_shrinkage_estimator

Implementation of the correlation matrix estimator using shrinkage technique with clustering.

Jupyter Notebook