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Merge branch 'master' of https://github.com/firmai/financial-machine-learning

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Bin Yang
2021-04-12 11:42:16 -04:00
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## Other Models ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/other_models)) ## Other Models ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/other_models))
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## Data Processing Techniques and Transformations ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/data_processing_techniques_and_transformations)) ## Data Processing Techniques and Transformations ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/data_processing_techniques_and_transformations))
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# Portfolio Management # Portfolio Management
## Portfolio Selection and Optimisation ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/portfolio_selection_and_optimisation)) ## Portfolio Selection and Optimisation ([Wiki](https://github.com/firmai/financial-machine-learning/wiki/portfolio_selection_and_optimisation))
- [Distribution Characteristic Optimisation](https://github.com/VivekPa/OptimalPortfolio) - Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account. - [Distribution Characteristic Optimisation](https://github.com/VivekPa/OptimalPortfolio) - Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account.