[资源介绍]
GitHub - skfolio/skfolio: Python library for portfolio optimization built on top of scikit-learn
Python library for portfolio optimization built on top of scikit-learn - skfolio/skfolio
- skfolio - 基于 scikit-learn 构建的 Python 库,用于投资组合优化。它提供统一的接口和与 scikit-learn 兼容的工具,用于构建、调整和交叉验证投资组合模型。