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1. Portfolio-Optimization-Deep-Learning Portfolio-Optimization-Deep-Learning Public

   Mean-Variance Optimization using DL (pytorch)

   Python 27 8

2. ExpectedGradients_IntegratedGradients_pytorch ExpectedGradients_IntegratedGradients_pytorch Public

   simple implementation of Expected Gradients and Integrated Gradients by pytorch

   Python 10 2

3. Volatility-Spillover Volatility-Spillover Public

   computes Volatility Spillover between Cryptocurrency (BTC/USD) and S&P 500 index

   Python 4 1

4. Stock2Vec-Inverse-Volatility Stock2Vec-Inverse-Volatility Public

   Asset Allocation Strategy using Stock2Vec Clustering

   Python 5 4

5. riskPremium riskPremium Public

   Risk Premia Estimation (FamaMacbeth and Three-pass)

   Python 1

6. goalProb goalProb Public

   Goal Achieving Probabilities of Portfolios

   Python 1