Deep Portfolio Theory
Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)
| Project Name | Stars | Downloads | Repos Using This | Packages Using This | Most Recent Commit | Total Releases | Latest Release | Open Issues | License | Language |
|---|---|---|---|---|---|---|---|---|---|---|
| Machine Learning Asset Management | 1,159 | 2 years ago | 2 | Jupyter Notebook | ||||||
| Machine Learning in Asset Management (by @firmai) | ||||||||||
| Crosssection | 516 | 6 months ago | 11 | gpl-2.0 | Stata | |||||
| Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing" | ||||||||||
| Cpsc540project | 93 | 7 years ago | 1 | Matlab | ||||||
| Project on financial forecasting using ML. Made by Anson Wong, Juan Garcia & Gudbrand Tandberg | ||||||||||
| Deep Portfolio Theory | 89 | 4 years ago | 3 | Jupyter Notebook | ||||||
| Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.) | ||||||||||
| Equitycharacteristics | 63 | 4 months ago | 7 | Python | ||||||
| Calculate U.S. equity (portfolio) characteristics | ||||||||||
| Tatevkaren Data Science Portfolio | 46 | 6 months ago | 1 | Jupyter Notebook | ||||||
| Data Science Portfolio of Tatev Karen Aslanyan including Case Studies and Research Projects that I have completed that solve business problems or introduce new products. Case Study papers, codes, and additional resources are all included. | ||||||||||
| Msppy | 30 | 3 years ago | 3 | bsd-3-clause | Python | |||||
| Riskportfolios | 30 | 4 | 3 years ago | 6 | May 16, 2021 | 5 | gpl-2.0 | R | ||
| Functions for the construction of risk-based portfolios | ||||||||||
| Ca_gmvp | 18 | 2 years ago | Python | |||||||
| Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio' | ||||||||||
| Dl_forfinance | 17 | 6 years ago | Jupyter Notebook | |||||||
| This git repository is based on the work of J.Heaton, N.Polson and J.Witte and their articleDeep Learning for Finance: Deep Portfolios. This paper let us explore the use of deeplearning models for problems in financial prediction and classification. Our goal isto show how applying deep learning methods to these problems can produce betteroutcomes than standard methods in finance or in Machine Learning | ||||||||||
Alternatives To Deep Portfolio TheorySelect To Compare
Alternative Project Comparisons
Popular Paper Projects
Popular Portfolio Projects
Popular Learning Resources Categories
Get A Weekly Email With Trending Projects For These Categories
No Spam. Unsubscribe easily at any time.
Jupyter Notebook
Deep Learning
Paper
Portfolio
Stock Data