2 results found Sort:
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
cvar
investments
black-litterman
entropy-pooling
asset-allocation
asset-management
cvar-optimization
efficient-frontier
investment-analysis
markowitz-portfolio
portfolio-selection
mathematical-finance
portfolio-allocation
quantitative-finance
risk-adjusted-return
investment-management
portfolio-construction
portfolio-optimization
conditional-value-at-risk
mean-variance-optimization
Created
2021-10-14
82 commits to main branch, last one about a month ago
TraderNet-CRv2 - Combining Deep Reinforcement Learning with Technical Analysis and Trend Monitoring on Cryptocurrency Markets
ddqn
python
tf-agents
tensorflow
trading-bot
google-trends
ppo-algorithm
explainability
reward-shaping
machine-learning
google-trends-api
technical-analysis
trading-algorithms
deep-neural-networks
double-dqn-algorithm
risk-adjusted-return
technical-indicators
cryptocurrency-trading
deep-reinforcement-learning
proximal-policy-optimization
Created
2022-12-29
5 commits to main branch, last one about a year ago