Table of Contents
About category
This category of posts will contain various applications of data science, machine learning, and operations research in finance and economics, like stock trading, portfolio optimization, forecasting, etc.
Posts in this category
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Portfolio optimization
Portfolio optimization is a critical tool for modern investors willing to maximize their capital utilization in the market and expected returns. Many portfolio optimization techniques are based on different variants of constrained quadratic programming formalizations, taking as inputs expected asset returns, forms of risk metrics (like covariance matrices), and transaction costs.