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
- 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
- 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
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago
- A tool integrating mean-variance optimization, machine learning strategies, Black-Litterman model adjustments, and comprehensive factor a…☆22Mar 11, 2026Updated last week
- Portfolio optimization with deep learning.☆1,117Jan 24, 2024Updated 2 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 …☆17Nov 10, 2021Updated 4 years ago
- ☆16Dec 24, 2024Updated last year
- An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The perfor…☆35Jan 18, 2024Updated 2 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆37Aug 25, 2018Updated 7 years ago
- An application of Multilayer Perceptron, Random Forest Regression and Recurrent Neural Networks (LSTM)☆14Oct 3, 2021Updated 4 years ago
- Machine Learning Project applied to stock market portfolio optimization☆35Jan 21, 2021Updated 5 years ago
- Python beta calculator that retrieves stock and market data and provides linear regressions.☆14Dec 23, 2025Updated 2 months ago
- Multivariate GARCH modelling in Python☆16Nov 3, 2024Updated last year
- Deep Reinforcement Learning for Portfolio Optimization☆131Apr 17, 2020Updated 5 years ago
- Project that uses deep learning to forecast stock returns and defines the optimal allocation for a maximum☆22Apr 23, 2021Updated 4 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆22Mar 7, 2024Updated 2 years ago
- ☆28Apr 17, 2023Updated 2 years ago
- A student Investment portfolio web app built with various optimization techniques and screening parameters from core finance☆17May 2, 2023Updated 2 years ago
- Financial Portfolio Optimization Algorithms☆61Jul 5, 2024Updated last year
- Mean-Variance Optimization using DL (pytorch)☆33Mar 26, 2022Updated 3 years ago
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Jul 15, 2020Updated 5 years ago
- ☆27Dec 8, 2022Updated 3 years ago
- Multivariate GARCH Models☆17Aug 31, 2025Updated 6 months ago
- Built a trading algorithm in Python for the Tesla stocks returning in 39% higher returns than a simple buy and hold strategy, over a peri…☆19Aug 3, 2019Updated 6 years ago
- A python application, that demonstrates optimizing a portfolio using machine learning.☆105Jun 9, 2024Updated last year
- ☆15Jun 27, 2024Updated last year
- This notebook provides some skills to perform financial analysis on economical data.☆32Feb 26, 2022Updated 4 years ago
- ☆25Nov 24, 2020Updated 5 years ago
- we implemented a model to predict the market price of a nonlinear chaotic time series,using reinforcement learning☆17Dec 4, 2018Updated 7 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17May 9, 2024Updated last year
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆33Jul 28, 2020Updated 5 years ago
- Python implementation for regime-dependent portfolio optimization☆15Oct 14, 2023Updated 2 years ago
- Source code for Multicriteria Portfolio Construction with Python☆31May 5, 2021Updated 4 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆27Nov 29, 2022Updated 3 years ago
- ☆103May 3, 2022Updated 3 years ago
- The project is advised by Professor Robert Engle in his FINANCIAL ECONOMETRICS PhD course. I made comparison between the performance of d…☆10Sep 14, 2018Updated 7 years ago