fsonmez

Pinned Repositories

• 100days

  100 days of algorithms

  Language:Jupyter Notebook0100

• ams-2013-2014-solar-energy

  Language:R0000

• Asset_Pricing_Test

  Asset-Pricing Testing with Many Assets

  Language:Python0100

• assetPricing

  Language:Python0100

• assetPricing2

  Language:Python0100

• Deep-Portfolio-Theory

  Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)

  Language:Jupyter Notebook1201

• FF3Factor

  Fama French 3 Factor Model

  Language:Jupyter Notebook1100

• PGPortfolio

  PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

  Language:Python1100

• PyPortfolioOpt

  Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.

  Language:Python1100

• wpIonic

  Ionic app with WordPress integration

  Language:JavaScript1100

fsonmez's Repositories