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jankrepl
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deepdow
Portfolio optimization with deep learning.
https://deepdow.readthedocs.io
Apache License 2.0
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Data restructure
#50
jankrepl
closed
4 years ago
1
Add python_requires
#49
jankrepl
closed
4 years ago
0
Additional augmentations
#48
jankrepl
opened
4 years ago
0
Add generate_weights_table
#47
jankrepl
closed
4 years ago
1
Improve visualize module
#46
jankrepl
closed
4 years ago
0
Create WeightNorm layer and MinimalNet
#45
jankrepl
closed
4 years ago
1
Weight normalization allocator
#44
jankrepl
closed
4 years ago
0
Generating synthetic data
#43
jankrepl
opened
4 years ago
0
Create example softmax and sparsemax
#42
jankrepl
closed
4 years ago
1
Dealing with sum(w) != 1
#41
jankrepl
opened
4 years ago
0
Example: Softmax and Sparsemax
#40
jankrepl
closed
4 years ago
0
Add layer using spatial transformations
#39
jankrepl
closed
4 years ago
0
Improve travis config
#38
jankrepl
closed
5 months ago
1
Constrained sparsemax and softmax
#37
jankrepl
closed
4 years ago
1
Add sparsemax, csoftmax and csparsemax
#36
jankrepl
closed
4 years ago
0
Example: Demonstrate how 1D convolutions affect allocation
#35
jankrepl
opened
4 years ago
0
Create FAQ section in documentation
#34
jankrepl
opened
4 years ago
0
Create contributing section in the docs
#33
jankrepl
opened
4 years ago
0
Clipping in gradient_wrt_input
#32
jankrepl
opened
4 years ago
0
Example: Learning NumericalMarkowitz parameters
#31
jankrepl
closed
3 years ago
2
Make raw_to_Xy more transparent
#30
jankrepl
opened
4 years ago
0
Cleanup docs
#29
jankrepl
opened
4 years ago
2
Custom portfolio benchmark
#28
jankrepl
opened
4 years ago
4
VAR example
#27
jankrepl
closed
4 years ago
0
Write documentation
#26
jankrepl
closed
4 years ago
2
Add ModelCheckpointCallback and EarlyStoppingCallback
#25
jankrepl
closed
4 years ago
1
Gradient with respect to the input
#24
jankrepl
closed
4 years ago
1
Implement MaximumDrawdown and fix bugs
#23
jankrepl
closed
4 years ago
0
Add new layers
#22
jankrepl
closed
4 years ago
1
Framework
#21
jankrepl
closed
4 years ago
0
raw2Xy
#20
jankrepl
closed
4 years ago
0
Mlflow vs standard output
#19
jankrepl
closed
4 years ago
0
EDA for dataset/dataloader
#18
jankrepl
closed
4 years ago
0
VAR and CVAR
#17
jankrepl
closed
4 years ago
0
Beta loss
#16
jankrepl
closed
4 years ago
0
Create dummy datasets
#15
jankrepl
closed
4 years ago
0
Target ret and var benchmarks
#14
jankrepl
closed
4 years ago
0
Define __str__ or __repr__ of losses and bm
#13
jankrepl
closed
4 years ago
0
MLflow bumpup metric
#12
jankrepl
closed
4 years ago
0
Numpy metrics
#11
jankrepl
closed
4 years ago
0
Loss arithmetic
#10
jankrepl
closed
4 years ago
0
Fix benchmarks
#9
jankrepl
closed
4 years ago
0
Reasonable feature scaling
#8
jankrepl
closed
4 years ago
1
Investigate usage of fold and unfold
#7
jankrepl
closed
4 years ago
0
Fixed sized convex problem
#6
jankrepl
closed
4 years ago
0
Multiple channels initial input
#5
jankrepl
closed
4 years ago
1
Pass device to DowNet constructor
#4
jankrepl
closed
4 years ago
0
Dataset - batching both columns and rows
#3
jankrepl
closed
4 years ago
1
create config files
#2
jankrepl
closed
4 years ago
1
Setup CI
#1
jankrepl
closed
4 years ago
1
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