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portfolio_selection_and_optimisation

firmai edited this page Oct 4, 2024 · 12 revisions
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Modern Portfolio Theory Universal portfolios; modern portfolio theory. nan nan nan ✔️
Online Portfolio Selection ****Comparing OLPS algorithms on a diversified set of ETFs. nan nan nan ✔️
cvxportfolio NEW 2017-01-11 01:16:16 2024-09-27 14:09:43 968.0 ✔️
DeepDow Portfolio optimization with deep learning. 2020-02-02 08:46:33 2024-01-24 15:56:34 901.0 ✔️
Reinforcement Learning Reinforcement Learning for Portfolio Management. 2017-10-07 09:14:33 2018-06-26 09:22:27 453.0 ✖️
PyPortfolioOpt Financial portfolio optimisation, including classical efficient frontier and advanced methods. 2018-05-29 13:30:30 2024-05-28 23:05:51 4425.0 ✔️
Distribution Characteristic Optimisation Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account. 2018-11-16 12:20:25 2024-02-27 21:38:36 352.0 ✔️
Riskfolio-Lib NEW 2020-03-02 19:49:06 2024-07-29 21:51:42 2985.0 ✔️
riskparity.py NEW 2019-07-13 21:30:55 2024-05-27 00:29:29 285.0 ✔️
riskparity.py NEW 2019-07-13 21:30:55 2024-05-27 00:29:29 285.0 ✔️
okama NEW 2020-03-02 14:48:29 2024-07-06 13:39:25 205.0 ✔️
Efficient Frontier Modern Portfolio Theory. 2018-02-17 08:19:46 2018-02-27 13:16:57 184.0 ✖️
Policy Gradient Portfolio A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. 2017-11-12 16:08:44 2021-07-30 15:03:59 1739.0 ✖️
finance-courses NEW 2019-10-10 10:50:03 2023-12-11 23:09:10 171.0 ✔️
401K Portfolio Optimisation Portfolio analyses and optimisation for 401K. 2018-08-01 19:48:24 2019-09-05 11:18:56 17.0 ✖️
Deep Portfolio Theory Autoencoder framework for portfolio selection. 2017-02-10 09:03:08 2018-03-08 16:47:00 129.0 ✖️
node-finance NEW 2011-09-17 17:49:56 2022-09-30 05:08:24 122.0 ✔️
portfolio-optimize NEW 2024-03-10 19:40:41 2024-03-11 23:33:22 112.0 ✔️
OLMAR Algorithm Relative importance of each component of the OLMAR algorithm. 2016-07-26 16:20:10 2016-12-30 11:40:53 11.0 ✖️
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