{"id":17154245,"url":"https://github.com/jaydu1/sparseportfolio","last_synced_at":"2025-04-13T12:51:42.570Z","repository":{"id":43220064,"uuid":"433126055","full_name":"jaydu1/SparsePortfolio","owner":"jaydu1","description":"High Dimensional Portfolio Selection with Cardinality Constraints","archived":false,"fork":false,"pushed_at":"2022-09-27T13:06:33.000Z","size":4418,"stargazers_count":5,"open_issues_count":0,"forks_count":3,"subscribers_count":1,"default_branch":"main","last_synced_at":"2025-03-27T03:51:23.433Z","etag":null,"topics":["cardinality-constraints","high-dimensional-statistics","l1-regularization","portfolio-optimization"],"latest_commit_sha":null,"homepage":"","language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/jaydu1.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null}},"created_at":"2021-11-29T16:57:29.000Z","updated_at":"2024-03-29T05:10:21.000Z","dependencies_parsed_at":"2023-01-18T14:31:07.881Z","dependency_job_id":null,"html_url":"https://github.com/jaydu1/SparsePortfolio","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/jaydu1%2FSparsePortfolio","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/jaydu1%2FSparsePortfolio/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/jaydu1%2FSparsePortfolio/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/jaydu1%2FSparsePortfolio/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/jaydu1","download_url":"https://codeload.github.com/jaydu1/SparsePortfolio/tar.gz/refs/heads/main","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":248717258,"owners_count":21150388,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["cardinality-constraints","high-dimensional-statistics","l1-regularization","portfolio-optimization"],"created_at":"2024-10-14T21:48:42.921Z","updated_at":"2025-04-13T12:51:42.549Z","avatar_url":"https://github.com/jaydu1.png","language":"Python","funding_links":[],"categories":[],"sub_categories":[],"readme":"# High-Dimensional Portfolio Selecton with Cardinality Constraints\n\n\nThis repo contains code for perform proximal gradient descent to solve sample average approximation of expected utility maximization problems with cardinality constraints.\nWe show that, under mild conditions, the $l_1$-regularized problem is equivalent to the $l_0$-constrained problem.\n\n\n# Requirements\n\nWe use Python 3 for our code.\nPlease refer to `requirements.txt`, and use `pip` or `conda` to create a virtual environment with required packages installed.\n\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fjaydu1%2Fsparseportfolio","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fjaydu1%2Fsparseportfolio","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fjaydu1%2Fsparseportfolio/lists"}