AnnaSkarpalezou/Portfolio-Optimization-using-Machine-Learning
This repository is the result of our work for the course CSCI-SHU 360 Machine Learning
This project helps financial analysts and portfolio managers allocate funds into financial assets to maximize returns while managing risk. It takes historical stock data as input, forecasts future stock prices using various machine learning models, and then outputs optimized portfolio weights. The goal is to create a well-performing, simplified investment portfolio.
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Use this if you are a financial professional looking to incorporate machine learning predictions into your portfolio construction process to achieve better risk-adjusted returns.
Not ideal if you need real-time, high-frequency trading insights or if you are not comfortable with machine learning concepts in finance.
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MIT
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Last pushed
Dec 13, 2020
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