Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.
finance
time-series
trading-bot
cryptocurrency
neural-networks
monte-carlo-simulation
portfolio-optimization
trading-strategies
quantitative-finance
algorithmic-trading
stochastic-processes
quantitative-trading
risk-management
model-predictive-control
copulas
stochastic-programming
vine-copulas
cryto-currency
extreme-value-theory
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Updated
Feb 25, 2024 - Jupyter Notebook