Distributionally Robust Optimization Python Packages

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

opes

A research-focused portfolio optimization and backtesting engine.

1K 1 1

dro

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

347 159 10

skwdro

A Robust ML toolbox

213 21 1