portfolio-optimisation
There are 10 repositories under portfolio-optimisation topic.
fmilthaler/FinQuant
A program for financial portfolio management, analysis and optimisation.
chrischia06/AlgoTradingSimulatedPaths
Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB
dcelisgarza/PortfolioOptimiser.jl
Portfolio optimisation library.
LoopGlitch26/Portfolio-Optimization
Revolutionizing Portfolio Management in the age of Generative AI using DRL and GAN
alframoss/incentive-fees
Masters dissertation numerically solving Hamilton-Jacobi-Bellman (HJB) equation in an extension of Merton's portfolio allocation problem using finite difference.
alframoss/mean-variance-efficient-frontiers
Constructing mean-variance efficient frontiers from MPT.
alichopping/Mean-Variance-Optimisation
A mean-variance analysis of a portfolio of risky assets, visualising the Markowitz bullet and the efficient frontier. We also compare the performance of a randomly selected portfolio within the Markowitz bullet, with that of an efficient portfolio of the same variance.
kaispace30098/QuantativeInvestmentResearchSuite
This project is dedicated to building an interconnected system that bridges traditional investment principles with advanced AI techniques, delivering a comprehensive decision-support framework.