portfolio-selection
There are 0 repository under portfolio-selection topic.
- fortitudo.tech
fortitudo-tech / fortitudo.tech
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
cvar-optimizationentropy-poolingasset-allocationasset-managementportfolio-optimizationmean-variance-optimizationefficient-frontierinvestment-analysisportfolio-allocationportfolio-selectionrisk-adjusted-returnmarkowitz-portfoliomathematical-financeinvestment-managementinvestmentsportfolio-constructionblack-littermancvarconditional-value-at-riskquantitative-financeLanguage:Python 230 lequant40 / portfolio_allocation_js
A JavaScript library to allocate and optimize financial portfolios.
Language:JavaScript 175- entropy-pooling
Entropy Pooling in Python with a BSD 3-Clause license.
Language:Python 32 jiahaoli57 / LSRE-CAAN
Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency data" Information Processing & Management, 2023, 60(3): 103247.
Language:Python 20shayandavoodii / OnlinePortfolioSelection.jl
This package offers both traditional benchmark and newly developed Online Portfolio Selection (OPS) algorithms implementation.
Language:Julia 16alfredholmes / Crypocurrency-Portfolio-Management
Implementation and tests of MAMR and PAMR active portfolio management for binance cryptocurrency assets.
Language:Python 15- Survey_PortfolioSelection
etccapital / Survey_PortfolioSelection
Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining, etc. This article aims to provide a comprehensive survey and a structural understanding of published online portfolio selection techniques.
Language:Python 14 dongheechoi / ai-portfolio-selection
Artificial Intelligence (AI) based Portfolio Selection Papers
This depository contains ETC equity reports derived from macroeconomic, industry-level analysis and fundamental research. It is mainly used as the equity component of the ETC Academy portfolio and benchmark stock pool for later stock selection algorithms and managed portfolios in the ETC student fund. Starting from the third quarter of 2020, the eqity research team has shifted equity research focus to more specialized industry analysis, particularly in Fincial Technology(DeFi), Semiconductors(and relavant electronic instruments down the production chain), Health and Medical services.
Language:Jupyter Notebook 4jaydu1 / CVaR-Portfolio
CVaR Portfolio Optimization in High Dimensions
Language:Python 2Yong Zhang, Jiahao Li, Xingyu Yang, and Hong Lin. "Aggregating exponential gradient expert advice for online portfolio selection under transaction costs" Journal of the Operational Research Society, , 2023, 74(8): 1940-1953.
Language:MATLAB 2thiago-os / singlesort
Historical performance of single-sort investment strategies.
Language:Jupyter Notebook 2- Language:Jupyter Notebook 1
Yong Zhang, Jiahao Li, Xingyu Yang, and Jianliang Zhang. "Competitive online strategy based on improved exponential gradient expert and aggregating method" Computational Economics, 2023.
Language:MATLAB 1- Language:MATLAB
Puriney / gsoc-r-2017-bayes-finance
R project in Google Summer of Code 2017 -- Bayesian Hierarchical Models in Finance (Student Application)
Language:HTMLSiddhantmest / Portfolio_Selection
Implementing various portfolio selection strategies
Language:Jupyter Notebook
