AnnaSkarpalezou / Portfolio-Optimization-using-Machine-LearningLinks
This repository is the result of our work for the course CSCI-SHU 360 Machine Learning
☆76Updated 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.☆13Updated 3 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 3 years ago
- ☆84Updated last year
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆87Updated 3 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
- ☆44Updated 3 years ago
- Project that uses deep learning to forecast stock returns and defines the optimal allocation for a maximum☆22Updated 4 years ago
- ☆47Updated 2 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆164Updated last year
- ☆73Updated 5 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆270Updated this week
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆156Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆33Updated last year
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆45Updated 6 years ago
- Codes for the concepts related to quantitative finance☆58Updated this week
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆189Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- CS7641 Team project☆97Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆50Updated 3 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- quantitative asset allocation strategy☆34Updated 10 months ago
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆86Updated 5 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆64Updated last year
- Quant Research☆95Updated 3 weeks ago
- Algo Trading Research & Documentation☆22Updated 4 months ago
- applications for risk management through computational portfolio construction methods☆43Updated 5 years ago
- Predictive yield curve modeling in reduced dimensionality☆44Updated 2 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆93Updated 4 years ago
- some interest rate models such as Vasicek and dynamic Nelson-Siegel model☆17Updated 5 years ago