ammargilani

cvxportfolio

Object-oriented implementation of the CVXPortfolio paper in addition to gradient-based bilevel optimization with PyTorch for hyperparameter tuning of single-period, multi-period traders

learning-to-simulate

The code for the paper "Learning to Simulate"

LSTM_encoder_decoder

Build a LSTM encoder-decoder using PyTorch to make sequence-to-sequence prediction for time series data

spring2021

cvxportfolio

Portfolio optimization and back-testing.

PLM4Muts

ammargilani/cvxportfolio

Object-oriented implementation of the CVXPortfolio paper in addition to gradient-based bilevel optimization with PyTorch for hyperparameter tuning of single-period, multi-period traders

ammargilani/learning-to-simulate

The code for the paper "Learning to Simulate"

ammargilani/LSTM_encoder_decoder

Build a LSTM encoder-decoder using PyTorch to make sequence-to-sequence prediction for time series data

ammargilani/spring2021