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This project, developed for my bachelor's thesis, combines two models: Black-Litterman, which is used to build the final portfolio based on the views generated by ARMA, and ARMA itself, applied to form opinions about the stock's performance.
EmanueleCeglia/BL-ARMA-PortfolioBuilder
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This project, developed for my bachelor's thesis, combines two models: Black-Litterman, which is used to build the final portfolio based on the views generated by ARMA, and ARMA itself, applied to form opinions about the stock's performance.
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