Paper aims To do a comprehensive review of the exact and heuristic methods, software/programming languages, constraints, and types of analysis (technical and fundamental) used to solve the portfolio ...

Given the data fetched from Fama French website, change the training and test time in the main function, read and split the data. data_process/input.py: The input data from arg param to constructing ...

Open-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [Fama-French Five Factor Model], retirement sustainability ...

1 School of Finance, Shanghai University of Finance and Economics, Shanghai, China. 2 School of Finance, Zhejiang University of Finance and Economics, Hangzhou, China. In 2004, Merrill Lynch put ...

Eigenvectors are used throughout the physical and social sciences to reduce the dimension of complex problems to manageable levels and to distinguish signal from noise. Our research identifies and ...

Twenty-two-year-old Dakota Wixom is waving an 8-inch wand as he manipulates layers of screens containing data visualizations, applications and stock market charts, moving them around between five ...