zhuodannychen / Portfolio-OptimizationLinks
Modern Portfolio Theorem for portfolio optimization and asset allocation
☆12Updated 3 years ago
Alternatives and similar repositories for Portfolio-Optimization
Users that are interested in Portfolio-Optimization are comparing it to the libraries listed below
Sorting:
- Jupyter Notebooks Collection for Learning Time Series Models☆74Updated 5 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
- Portfolio optimization using Genetic algorithm.☆60Updated 4 years ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆68Updated 4 years ago
- Portfolio optimization with cvxopt☆40Updated 7 months ago
- ☆16Updated 8 months ago
- A Streamlit based application to predict future Stock Price and pipeline to let anyone train their own multiple Machine Learning models o…☆97Updated last year
- Explore TESLA stock price (time-series) using ARIMA & GARCH model.☆19Updated 3 years ago
- Predictive yield curve modeling in reduced dimensionality☆44Updated 2 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆35Updated 7 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆265Updated 3 weeks ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 5 months ago
- A stock price prediction model based on ARMA and GARCH☆23Updated last year
- ☆102Updated 3 years ago
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆22Updated 4 years ago
- ☆73Updated 3 years ago
- ☆50Updated 2 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆40Updated 10 months ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆48Updated 4 years ago
- An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The perfor…☆34Updated last year
- An econometrics vector autoregression model (VAR) for analysis of multivariate time series of macroeconomics phenomena. Python Jupyter no…☆15Updated 4 years ago
- Portfolio Construction and Risk Management book's Python code.☆123Updated last month
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 4 years ago
- Deep Neural Networks for Options Pricing (Python)☆48Updated 6 years ago
- A collection of Python notebooks demonstrating the integration of AI with financial strategies.☆18Updated last month
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆63Updated last year
- quantitative asset allocation strategy☆32Updated 7 months ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆112Updated 6 months ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆73Updated 5 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆82Updated 3 years ago