Alejandro-Duenas / deep-learning-portfolioLinks
Project that uses deep learning to forecast stock returns and defines the optimal allocation for a maximum
☆22Updated 4 years ago
Alternatives and similar repositories for deep-learning-portfolio
Users that are interested in deep-learning-portfolio are comparing it to the libraries listed below
Sorting:
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆58Updated 4 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆34Updated 6 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- This repository displays my work in finance and economics datascience for future employers and collaborators.☆11Updated 2 years ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 6 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆26Updated 2 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆28Updated 5 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM…☆10Updated 2 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 3 months ago
- ☆72Updated 3 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Portfolio optimization with cvxopt☆38Updated 4 months ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆32Updated 6 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆26Updated last week
- Developing a long/short equity investment portfolio with Machine Learning predictions using data acquired from web-scraping. Flatiron Mod…☆39Updated 4 years ago
- This project explores stock trading modelling with the use recurrent neural network (RNN) with long-short term memory (LSTM) architecture…☆26Updated 6 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆19Updated 2 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- ☆38Updated 3 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆23Updated 2 years ago
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 years ago
- By combining GARCH(1,1) and LSTM model implementing predictions.☆57Updated 6 years ago
- ☆101Updated 3 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆13Updated 6 years ago
- Deep Neural Networks for Options Pricing (Python)☆47Updated 6 years ago