AnnaSkarpalezou / Portfolio-Optimization-using-Machine-LearningLinks
This repository is the result of our work for the course CSCI-SHU 360 Machine Learning
☆75Updated 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:
- ☆82Updated 11 months ago
- 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…☆87Updated 3 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆266Updated last month
- 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
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆86Updated 3 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
- Quant Research☆91Updated this week
- Predictive yield curve modeling in reduced dimensionality☆45Updated 2 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆44Updated 6 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆48Updated 3 years ago
- ☆43Updated 2 years ago
- ☆47Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆33Updated last year
- CS7641 Team project☆97Updated 5 years ago
- ☆73Updated 5 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆64Updated last year
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆161Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆73Updated 5 years ago
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆26Updated 5 years ago
- Portfolio optimization using Genetic algorithm.☆62Updated 4 years ago
- ☆65Updated 2 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
- Including packages that frequently used in quantitative finance field and how to implement classic financial model in Quantopian.☆48Updated 7 years ago
- Deep Neural Networks for Options Pricing (Python)☆49Updated 7 years ago
- My quant portfolio leverages quantitative finance and data-driven insights to optimize investment strategies. Using advanced models, stat…☆34Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆73Updated last year
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆157Updated last year