{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/skfolio-portfolio-optimization-in-python","title":"skfolio: Portfolio Optimization in Python","arxiv_id":"2507.04176","date":"2025-07-05","proceeding":null,"authors":["Carlo Nicolini","Matteo Manzi","Hugo Delatte"],"abstract":"Portfolio optimization is a fundamental challenge in quantitative finance, requiring robust computational tools that integrate statistical rigor with practical implementation. We present skfolio, an open-source Python library for portfolio construction and risk management that seamlessly integrates with the scikit-learn ecosystem. skfolio provides a unified framework for diverse allocation strategies, from classical mean-variance optimization to modern clustering-based methods, state-of-the-art financial estimators with native interfaces, and advanced cross-validation techniques tailored for financial time series. By adhering to scikit-learn's fit-predict-transform paradigm, the library enables researchers and practitioners to leverage machine learning workflows for portfolio optimization, promoting reproducibility and transparency in quantitative finance.","url_abs":"https://arxiv.org/abs/2507.04176v1","url_pdf":"https://arxiv.org/pdf/2507.04176v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"skfolio-portfolio-optimization-in-python","repo_url":"https://github.com/skfolio/skfolio","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[{"task_slug":"management","task_name":"Management"},{"task_slug":"portfolio-optimization","task_name":"Portfolio Optimization"},{"task_slug":"time-series-1","task_name":"Time Series"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}