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