Popular GitHub Repositories for Portfolio Optimization

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

Machine Learning in Asset Management (by @firmai)

Portfolio optimization with deep learning.

Applied an ARIMA-LSTM hybrid model to predict future price correlation coefficients of two assets

?This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com

Q-Learning Based Cryptocurrency Trader and Portfolio Optimizer for the Poloniex Exchange

Python Market Simulation Engine Built on top of Generative AI

Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM

Robo-advisor

3rd Year University Undergraduate dissertation project, supervised by https://www.nottingham.ac.uk/computerscience/people/thomas.gaertner focusing on using Natural Language Processing, AI Portfolio Optimisation and Machine Learning to produce an Automated Trading Agent. Received 89% overall.

chameleonQuant was born as an open-source Java framework to help enthusiast quants to implement system trading strategies and dynamic portfolio trading systems using advanced optimization techniques, machine learning, and deep learning techniques.

Compilation of technical analysis tools (EMA, Bollinger bands), fundamental analysis, machine learning models (LSTM, Random forest, ARIMA, GARCH, Markov Regime Switching), traditional stock prediction tools (Monte Carlo), sentiment analysis (NLP) as well as portfolio optimization, with purpose to provide a better understanding regarding possible future price movements of the analyzed stock and propose an optimal asset allocation.

This repo is using imitating learning to optimize portfolio. The code was derived from https://github.com/vermouth1992/drl-portfolio-management .

A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management

An implementation of the Meta Portfolio Method, with applications of machine learning in portfolio optimization.

This project demonstrates how GenAI can potentially be leveraged in financial and investment advisory services to provide personalized and tailored recommendations and strategies.

RetireWise is an AI-driven platform that provides personalized, ethical, and continuously optimized retirement planning solutions. Built with Python and Streamlit, it leverages AI to generate tailored investment portfolios and simulate future investment scenarios.