Rachnog/Deep-Portfolio-Management

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Rachnog/Deep-Portfolio-Management

Rachnog

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Source code for the blog post on the evolution of the asset allocation methods

Deep-Portfolio-Management

Experiments on portfolio management and asset allocations algorithms as:

Classic optimization (Markowitz, Inverse Risk etc)
PCA portfolios
Autoencoder portfolios
Hierarchical risk parity
Forecasting-based portfolios
Reinforcement learning portfolios

Deep-Trading

Algorithmic trading with deep learning experiments

Neural-ODE-Experiments

This repository contains experiments with Neural Ordinary Differential Equations with simulated and real empirical data

Jupyter Notebook

education

Materials for my lectures and for self-study in machine learning

Jupyter Notebook

Neural-Networks-for-Differential-Equations

UNIVR PDE course project and just for fun

Jupyter Notebook

disentanglment

Experiments with beta-VAE to learn disentangled representations from the data

Jupyter Notebook

Reinforcement-Learning-in-Finance

Materials for blogs and conferences

Jupyter Notebook

Keras2Java-LSTM

How to use LSTM trained in Keras in your Java project.

Optimization-Algorithms

Optimization methods

Optimization-Cookbook

Jupyter Notebook

From-Physics-To-GANs

Code for the blog post

Jupyter Notebook

Rap_Generation

A repository dedicated to the workshops I give on natural language generation

Jupyter Notebook

numerai

My experiments in beating numer.ai challenge

UCU-Summer-School-2021

pdfs_question_answering

Jupyter Notebook

Neural-Quine

Experiments with the self-replicative AI :)

Jupyter Notebook

deep_caffe

rachnog.github.io

rachnog.github.io

CramersRule

x86 assembly course work