Gustrigos/Eigen-Portfolio

Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks to construct an optimized diversified intelligent portfolio.

语言：Jupyter Notebook · GitHub 星标：78 · Fork：20

话题：eigenportfolios · finance · quantitative-finance · unsupervised-learning

在 GitHub 上查看原仓库