An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The performance of this portfolio is better compared to an equally weighted portfolio and a market capitalization-weighted portfolio.
☆35Jan 18, 2024Updated 2 years ago
Alternatives and similar repositories for investment-portfolio-optim
Users that are interested in investment-portfolio-optim are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- An Empirical Study of Optimal Combination of Algorithms for Prediction-Based Portfolio Optimization Model using Machine Learning over Co…☆11Jun 15, 2022Updated 4 years ago
- Compilation of technical analysis tools (EMA, Bollinger bands), fundamental analysis, machine learning models (LSTM, Random forest, ARIMA…☆15Aug 9, 2021Updated 5 years ago
- Hedge long only portfolio using structural entropy☆16Jul 27, 2022Updated 4 years ago
- ⚡ FutureGPT - Application development framework that connects GPT-4 with external data, the internet, other applications and language mod…☆13May 14, 2023Updated 3 years ago
- Vectorized quantile backtesting library☆15May 25, 2023Updated 3 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Stock price prediction with LSTM adding sentiment analysis of some associated online news.☆16Jun 26, 2021Updated 5 years ago
- ☆11Oct 24, 2025Updated 10 months ago
- Gathered, cleaned and transformed stock price, balance sheet, income and cash flow statements data for 629 companies. Built a neural netw…☆12Apr 28, 2020Updated 6 years ago
- The project aims to profile stocks with similar weekly percentage returns using K-Means Clustering. The project calculates realized volat…☆12Oct 30, 2023Updated 2 years ago
- I used Python with RNN(LSTM) model to predict Tesla stock price, hope that I can make Elon Musk happy along the way.☆38Jan 5, 2021Updated 5 years ago
- A Repo of Time-series analysis techniques. Holt-Winter methods, ACF/PACF, MA, AR, ARMA, ARIMA, SARIMA, SARIMAX, VAR, VARMA, RNN Keras, Fa…☆19May 8, 2020Updated 6 years ago
- Designing a Machine Learning algorithm to predict stock prices is a subject of interest for economists and machine learning practitioners…☆21Aug 5, 2026Updated last month
- An application of Multilayer Perceptron, Random Forest Regression and Recurrent Neural Networks (LSTM)☆14Oct 3, 2021Updated 4 years ago
- Multi-Factor model with regression method☆10May 4, 2019Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- ☆12Dec 14, 2021Updated 4 years ago
- A scraper made using beautiful soup 4 in python. Tailor made for extracting news from moneycontrol.com. Issue pull request for different …☆12Jun 21, 2020Updated 6 years ago
- Python DQN for practicable portfolio management☆13Sep 6, 2020Updated 6 years ago
- 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
- Queries related to creating an AI Email Assistant with MindsDB and GPT4.☆11Oct 17, 2024Updated last year
- D-vine quantile regression☆11Aug 31, 2026Updated last week
- Supplementary xts functionality, and development platform for GSoC projects☆14Feb 9, 2015Updated 11 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆33Apr 5, 2022Updated 4 years ago
- ☆11Oct 6, 2021Updated 4 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆83Dec 13, 2020Updated 5 years 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 7 years ago
- ☆11Jul 20, 2015Updated 11 years ago
- AI-driven Personal Goal Assistant: Reinforcement learning-powered software mimics user behavior, interacts with computer inputs, and auto…☆22May 2, 2026Updated 4 months ago
- This contains our project for the course Data Mining, titled Stock Market Predictor. The project applies various Models (such as ARIMA, S…☆12Apr 21, 2020Updated 6 years ago
- Tutorials for the InvestOps Python package☆14Mar 19, 2022Updated 4 years ago
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆20Sep 15, 2024Updated last year
- Script that downloads intraday (past 5 days), daily (past 5 years) and active calls/puts of publicly traded companies.☆11Sep 18, 2019Updated 6 years ago
- A powerful Laravel storage driver that enables seamless synchronization of files across multiple disks, with an integrated cache disk for…☆15Nov 11, 2025Updated 9 months ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Understanding the supply chain process data and implementing different algorithms, building a machine learning model that can predict whe…☆13Sep 7, 2022Updated 4 years ago
- This repo contains the Jupyter notebook of the Time Series Modelling and Forecasting done with the ARIMA model☆16May 7, 2020Updated 6 years ago
- Vine_Copula_based_ARMA_EGARCH☆10Feb 10, 2019Updated 7 years ago
- 📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)☆13Dec 4, 2020Updated 5 years ago
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Aug 25, 2020Updated 6 years ago
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆56Jul 9, 2026Updated last month
- LSTM based stock prediction model which also uses twitter data for sentiment analysis☆14Dec 8, 2022Updated 3 years ago