gavindiaz/financial-machine-learning
1
0
Fork 0
mirror of https://github.com/firmai/financial-machine-learning.git synced 2026-08-17 21:08:07 +00:00
Code Issues Packages Projects Releases Wiki Activity

{chore: autopublish 2021-04-17T04:44:29Z}

Browse Source
This commit is contained in:
github-actions[bot]
2021-04-17 04:44:29 +00:00
parent eae8928481
commit c60584b87a
10 changed files with 87 additions and 67 deletions
Download Patch File Download Diff File Expand all files Collapse all files
generated_wiki/portfolio_selection_and_optimisation.md
+1 -1
View File
@@ -1,7 +1,7 @@
| <sub>repo</sub> | <sub>comment</sub> | <sub>created_at</sub> | <sub>last_commit</sub> | <sub>star_count</sub> | <sub>repo_status</sub> | <sub>rating</sub> |
|:--------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------|
| <sub>[Modern Portfolio Theory](https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb)</sub> | <sub>Universal portfolios; modern portfolio theory.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Online Portfolio Selection](https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb)</sub> | <sub>****Comparing OLPS algorithms on a diversified set of ETFs.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Modern Portfolio Theory](https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb)</sub> | <sub>Universal portfolios; modern portfolio theory.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[OLMAR Algorithm](https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb)</sub> | <sub>Relative importance of each component of the OLMAR algorithm.</sub> | <sub>7/26/16 16:20</sub> | <sub>12/30/16 11:40</sub> | <sub>7.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib)</sub> | <sub>NEW</sub> | <sub>3/2/20 19:49</sub> | <sub>4/1/21 3:50</sub> | <sub>371.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Reinforcement Learning](https://github.com/filangel/qtrader)</sub> | <sub>Reinforcement Learning for Portfolio Management.</sub> | <sub>10/7/17 9:14</sub> | <sub>6/26/18 9:22</sub> | <sub>364.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |