deep-factors

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trident-dev / deep_financial_portfolios

An implementation of the Deep-portfolio-theory begins from working on the Modern Portfolio Theory by recreating the Markovian Efficient Frontier, then merges it with DeepFactors with the help of Kolmogorov Arnold Theorem.

finance deep-learning autoencoder financial-portfolio-management modern-portfolio-theory deep-portfolio-theory deep-factors

Updated Oct 17, 2020
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deep-factors

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trident-dev / deep_financial_portfolios

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