This repository is the result of our work for the course CSCI-SHU 360 Machine Learning
☆78Dec 13, 2020Updated 5 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:
- Portfolio Optimisation is a fundamental problem in Financial Mathematics.The objective of this project is to explore the applicability of…☆13Nov 10, 2020Updated 5 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆11Aug 22, 2023Updated 2 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆16Nov 10, 2021Updated 4 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Dec 8, 2019Updated 6 years ago
- A Streamlit based application to predict future Stock Price and pipeline to let anyone train their own multiple Machine Learning models o…☆97Aug 12, 2024Updated last year
- ☆73Oct 29, 2020Updated 5 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago
- Portfolio optimization with deep learning.☆1,111Jan 24, 2024Updated 2 years ago
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Jul 15, 2020Updated 5 years ago
- A modification of traditional random forest for time-series forecasting☆12Apr 16, 2024Updated last year
- OCET, torch, transformers, DeepLOB,limit-order-books☆10Dec 6, 2022Updated 3 years ago
- A portfolio selection recommendation system based on Markowitz Mean-Variance Model and Black-Litterman Model implemented on the financial…☆11Jan 5, 2021Updated 5 years ago
- ☆28Apr 17, 2023Updated 2 years ago
- A repository for portfolio allocation based on embedding data representation☆12Jan 27, 2025Updated last year
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Jan 23, 2026Updated last month
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- An application of Multilayer Perceptron, Random Forest Regression and Recurrent Neural Networks (LSTM)☆14Oct 3, 2021Updated 4 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆13Nov 14, 2017Updated 8 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆16Nov 20, 2020Updated 5 years ago
- Financial Portfolio Optimization Algorithms☆60Jul 5, 2024Updated last year
- This notebook provides some skills to perform financial analysis on economical data.☆30Feb 26, 2022Updated 4 years ago
- Mean-Variance Optimization using DL (pytorch)☆33Mar 26, 2022Updated 3 years ago
- ☆16Dec 24, 2024Updated last year
- ☆15Jun 27, 2024Updated last year
- A student Investment portfolio web app built with various optimization techniques and screening parameters from core finance☆17May 2, 2023Updated 2 years ago
- A tool integrating mean-variance optimization, machine learning strategies, Black-Litterman model adjustments, and comprehensive factor a…☆20Aug 23, 2024Updated last year
- Python beta calculator that retrieves stock and market data and provides linear regressions.☆14Dec 23, 2025Updated 2 months ago
- Markov decision processes under model uncertainty☆17Jun 15, 2022Updated 3 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆21May 25, 2023Updated 2 years ago
- ☆24May 1, 2025Updated 10 months ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆37Aug 25, 2018Updated 7 years ago
- Machine Learning Project applied to stock market portfolio optimization☆35Jan 21, 2021Updated 5 years ago
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆36Dec 17, 2020Updated 5 years ago
- Stock-Robo-Advisor project including backtesting, simulating and practicality for future.☆13Apr 24, 2021Updated 4 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆17Sep 5, 2025Updated 5 months ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Sep 2, 2018Updated 7 years ago
- Multivariate GARCH modelling in Python☆16Nov 3, 2024Updated last year
- An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The perfor…☆34Jan 18, 2024Updated 2 years ago
- Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL U…☆45Nov 25, 2022Updated 3 years ago