hananitarek

hananitarek's Stars

• myiroslav/Simulation_exercises

  Different exercices of simulation applied to finance.

  Language:Jupyter Notebook1

• ericwayman/SparseIndex

  Code for the sparse index tracking problem.

  Language:Python92

• KennethY319/Financial-Index-Tracking-with-Sparse-Portfolios-via-Majorization-Minimization-Algorithm

  Language:Jupyter Notebook21

• hamidreza-rhz/Index-tracking-portfolio-optimization-using-deep-learning

  Tracking S&P 500 index with deep learning model

  Language:Jupyter Notebook93

• VarunKausika/Index-tracking-portfolio

  Creating a portfolio that optimally tracks an index using 2 methods

  Language:Jupyter Notebook2

• dxcv/EIT-master

  Enhanced Index Tracking Strategy with application of Machine Learning and Tracking Error Optimization

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• alvarorga/index_tracking

  Replication of Financial Index Tracking computations reported in: arXiv:2008.12050

  Language:Jupyter Notebook62

• saboor-ahmad/Market-index-tracking-using-Genetic-Algorithm

  Portfolio optimization and index tracking for the FTSE index using genetic algorithm

  Language:Jupyter Notebook112

• sanjeevai/smart-beta-portfolio-optimization

  Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic programming to optimize the weights..

  Language:HTML5926