projects

Here you can find some of the packages, dashboards and jupyter notebooks that I've created.

data_science

project thumbnail

correlation shrinkage using clustering

Shrink a correlation matrix using k-means to get a better estimator

project thumbnail

Genetic algorithm for solving the TSP

Implementation of a genetic algorithm to solve the TSP using PySpark

finance

project thumbnail

rie-estimator

Compute a cleansed correlation matrix using the RIE estimator in Python.

project thumbnail

Constraining Markowitz Portfolio Theory in Python

Analysing and implementing constraints to the Markowitz Portfolio Theory