Discover @ryancorywright Open Source projects

Ryan Cory-Wright (@ryancorywright)

ryancorywright

Stars
23
Global Rank 587,022 (Top 21 %)
Followers 27
Following 14
Registered almost 7 years ago
Most used languages

Julia
50.0 %

Jupyter Notebook
33.3 %

HTML
16.7 %
Location 🇺🇸 United States
Country Total Rank 104,666
Country Ranking

Julia
522

Jupyter Notebook
7,185

SparsePortfolioSelection.jl

Julia implementation of the algorithm described in the paper "A scalable algorithm for sparse portfolio selection" by Bertsimas and Cory-Wright

Jupyter Notebook

MixedProjectionSoftware

Code accompanying the Mixed-Projection Conic Optimization paper by Bertsimas, Cory-Wright and Pauphilet

MatrixPerspectiveSoftware

Code accompanying the Matrix Perspective paper by Bertsimas, Cory-Wright and Pauphilet

Jupyter Notebook

ScalableSPCA.jl

Code accompanying the paper "Solving Large-Scale Sparse PCA to Certifiable (Near) Optimality" by Bertsimas, Cory-Wright and Pauphilet

MultipleComponentsSoftware

Code supplement to paper "Sparse PCA With Multiple Components"

ryancorywright.github.io

Professional website of Ryan Cory-Wright