advanced-math-trading/optimization-advanced
CommunityAdvanced optimization for trading.
Authorkeith-mvs
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill covers online convex optimization, multi-objective optimization, DRO, MIP, and Bayesian optimization with links to core background.
Core Features & Use Cases
- Online Convex Optimization: OGD/FTRL style methods
- Multi-Objective & DRO: Pareto optimization and CVaR
- MIP & Bayesian Opt: Mixed-integer programming and Bayesian hyperparameter tuning
Quick Start
Example: "Run a 2-objective NSGA-II optimization for portfolio allocation."
Dependency Matrix
Required Modules
cvxpynumpypandasscipy
Components
referencesscripts
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: advanced-math-trading/optimization-advanced Download link: https://github.com/keith-mvs/ordinis/archive/main.zip#advanced-math-trading-optimization-advanced Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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