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tcloaa / Deep-Portfolio-Theory

Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)
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Finish refactoring of Part 1: Re-track IBB Index #4

Open tcloaa opened 6 years ago

tcloaa commented 6 years ago

Hi all,

Sorry for all the late replies. Here are some updates of this repo:

  1. I have chosen to use Jupyter Notebook for coding because of its nice explanation format.
  2. I have done plenty of refactoring of Part 1. Please re-download (everything) of this repo for (almost) correct code.
  3. (currently I don't have time to move to Part 2. Beating IBB Index...)
  4. I also include a simple tutorial of building Keras autoencoder in reference paper folder.
  5. I use Macdown App to write my README, so I have no idea how to display LaTeX in GitHub... I may need to update README someday.
  6. You are always welcome to raise issues here!
mrshinzzang commented 6 years ago

I am very grateful to your swift reply and the solution. Let me give it a try. I hope I can make any contribution sooner or later. Thanks again.