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Goal-Based-Investing
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Optymalizacja-portfela
Implementation of Goal Based Investing
solution based on:
"Dynamic Portfolio Allocation in Goals-Based Wealth Managemen" paper
"Dynamic Optimization for Multi-Goals-Based Wealth Management" paper
Economic scenarios generators
Custom libraries:
scenarios evaluation
data preprocessing
Regime swtiching stochatic model
Lognormal model
Vanguard equity forecasting model implementation
based on:
Improving U.S. stock return forecasts: A “fair-value” CAPE approach