Open Gandolier opened 1 year ago
Constructing Ridge regularized model's with alpha=0.02 for predicting ETF's prices monthly.
And then creating a program that will estimate the way we should change our portfolio depending on a given prediction of prices next month.
The process of completing the task is fully expressed in comments of this collab: https://colab.research.google.com/drive/1tmsa-w4ZdDBx4YoF5-hrPwkxPLgkFSqS?usp=sharing
Constructing Ridge regularized model's with alpha=0.02 for predicting ETF's prices monthly.
And then creating a program that will estimate the way we should change our portfolio depending on a given prediction of prices next month.