📑 List of awesome DFL's papers
Preliminary code for the paper "Learning Deterministic Surrogates for Robust Convex QCQPs".
Code for the experiments in the paper "Decision-Focused Forecasting: Decision Losses for Multistage Optimisation".
Code for the experiments in the paper "OPO: Making Decision-Focused Data Acquisition Decisions".
End-to-end portfolio construction systems exemplify modern quantitative investing where machine learning and optimization are tightly coupled to drive better portfolio outcomes. This repository contains a Jupyter notebook that illustrates a mean-variance end-to-end system and compares it to bechmark models.
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