PyRank

Distributionally Robust Optimization Python Packages

Python packages with the GitHub topic distributionally-robust-optimization. Sorted by relevance, with stars and monthly downloads.
opes-core
opes

An open-source Python module for portfolio optimization and backtesting

1K 1 1
namkoong-lab
dro

A package of distributionally robust optimization (DRO) methods. Implemented via cvxpy and PyTorch

559 161 10
iutzeler
skwdro

Distributionally robust machine learning with Pytorch and Scikit-learn wrappers

318 22 1