kakaxi2 / A-Hybrid-Approach-for-Generating-Investor-Views-in-Black-Litterman-Model

Using the ARMA-GARCH and SVR models to predict stock indicators and returns in order to feed the Black-Litterman Model

This repository is not active

Using the ARMA-GARCH and SVR models to predict stock indicators and returns in order to feed the Black-Litterman Model

Language:Python 78.0%Language:R 22.0%