Machine learning is one of the fastest growing areas of computer science, with far reaching applications in numerous domain, the domain of application we choose to study is in finance. The aim of this part is the application of advanced statistical techniques such as statistical
learning. This field is intended to build predictive models that helps an investor to be able to capture the strengths of market factors and to avoid their weaknesses in a dynamic portfolio allocation and allow us to figure out how to optimally assign weights to assets within our portfolio in a dynamic way and therefore maximize the average expected performance to achieve one of the fundamental objective of our work.