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jankrepl / deepdow

Portfolio optimization with deep learning.
https://deepdow.readthedocs.io
Apache License 2.0
904 stars 138 forks source link

Example: Demonstrate how 1D convolutions affect allocation #35

Open jankrepl opened 4 years ago

jankrepl commented 4 years ago

Show that sliding the window by one does not change the allocation much because of the underlying 1D convolutions.