Skip to content
#

portfolio-optimizations

Here are 3 public repositories matching this topic...

This project was carried out as the final assignment for the Mathematical Optimization for Data Science course. The goal of the analysis was to compare two variants of the Frank-Wolfe Method with the Projected Gradient Method on the Markowitz portfolio optimization problem.

  • Updated Oct 29, 2023
  • Jupyter Notebook

This is a project which uses Data Science, Machine learning to predict the stock movements, minimize the risk and maximise gains of portfolio using fama-french factors and many other models.Also the sentiment towards stocks are also monitored using sentiment analysis. Garch Model is used to predict the volatility and movements for intraday trading.

  • Updated Dec 3, 2023
  • Jupyter Notebook

Improve this page

Add a description, image, and links to the portfolio-optimizations topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the portfolio-optimizations topic, visit your repo's landing page and select "manage topics."

Learn more