Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
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Dec 9, 2024 - Python
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optimal-portfolio
Here are 6 public repositories matching this topic...
Compute least squares estimates and IVX estimates with pairwise quantile predictive regressions (R package)
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Aug 9, 2023 - R
Financial Portfolios, Modern Portfolio Theory, and Asset Pricing
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Aug 16, 2022 - Jupyter Notebook
Python notebooks for the assignments done for the course of sustainable finance for the SMT master at EPFL
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Aug 3, 2022 - Jupyter Notebook
Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks
machine-learning deep-learning artificial-neural-networks quantitative-finance asset-allocation heston-model optimal-portfolio stochastic-volatility heston-stochastic-volatility
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Sep 27, 2024 - R
This repository contains the mixed integer linear programming model to find the optimal portfolio for risk averse and risk neutral person given return data and constraints of risk, returns, number of asset products to choose and number of asset product classes to chose.
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Feb 15, 2018 - R
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