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marcenko-pastur

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Sanaurrehmanarain / ml-portfolio-optimization

Modern portfolio optimization using constrained Kelly, HRP, K-Fold cross-validation, and Marčenko-Pastur denoising to improve risk-adjusted returns.

python machine-learning cross-validation quantitative-finance jupyter-notebooks financial-engineering kelly-criterion portfolio-management wqu portfolio-optimizations mscfe marcenko-pastur worldquant-university hierarchical-risk-parity

Updated Jul 25, 2026
Jupyter Notebook

ferdiUP / random-matrices

Random matrix theory and spectral graph algorithms

random-matrix-theory barabasi-albert erdos-renyi graphs-algorithms k-regular-networks wigner-distribution marcenko-pastur

Updated Jan 6, 2026
Jupyter Notebook

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