AnnaSkarpalezou / Portfolio-Optimization-using-Machine-LearningLinks
This repository is the result of our work for the course CSCI-SHU 360 Machine Learning
☆65Updated 4 years ago
Alternatives and similar repositories for Portfolio-Optimization-using-Machine-Learning
Users that are interested in Portfolio-Optimization-using-Machine-Learning are comparing it to the libraries listed below
Sorting:
- This repository displays my work in finance and economics datascience for future employers and collaborators.☆11Updated 2 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆81Updated 3 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆84Updated 2 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
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆46Updated 3 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆146Updated last year
- ☆81Updated 8 months ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆263Updated 3 weeks ago
- Including packages that frequently used in quantitative finance field and how to implement classic financial model in Quantopian.☆47Updated 6 years ago
- ☆41Updated 2 years ago
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆24Updated 4 years ago
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆22Updated 4 years ago
- Portfolio optimization using Genetic algorithm.☆59Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆89Updated 4 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆29Updated 5 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- ☆74Updated 4 years ago
- Python for Portfolio Optimization: The Ascent! First working lessons to ascend the hilly terrain of Portfolio Optimization in seven strid…☆85Updated 5 years ago
- Team "Imperial Isle" Final Round Code for IMC Prosperity 3 Global Trading Challenge☆24Updated 3 months ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆138Updated last year
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆72Updated 4 years ago
- Implementation of 5-factor Fama French Model☆129Updated 4 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆32Updated 6 years ago
- Algo Trading Research & Documentation☆20Updated last week
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆64Updated 5 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Developing a long/short equity investment portfolio with Machine Learning predictions using data acquired from web-scraping. Flatiron Mod…☆39Updated 4 years ago
- CS7641 Team project☆96Updated 5 years ago