Skip to content

armanmoztar/portfolio-diversification-model

 
 

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

42 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

Portfolio Diversification Model

Overview

This project aims to implement Reinforcement Learning algorithms for financial data analysis and forecasting. Time series stock data is fetched from Yahoo Finance API and analyzed using the Upper Confidence Bound (UCB) algorithm. The confidence interval is displayed in the Angular frontend. Forecasting functionality is in development, using Vector Auto Regression (VAR) and Keras Long Short-Term Memory (LSTM) models.

Features

  • Upper Confidence Bound (UCB): Reinforcement Learning algorithm to analyze financial data and create recommendations based on risk tolerance and historical performance.
  • Angular Frontend: Interactive user interface to search for stocks and display the confidence bounds.
  • VAR Forecasting: Utilizes the Vector Auto Regression model to forecast financial trends.
  • Keras LSTM Forecasting: Incorporates the Long Short-Term Memory model from Keras for time series forecasting.

Installation

Backend

  1. Clone the repository.
  2. Install the required packages using pip install -r requirements.txt.
  3. Run the backend using python server.py.

Frontend

  1. cd into "UCB-frontend".
  2. Install the required packages using npm install.
  3. Run the frontend using ng serve.
  4. The frontend will be running on http://localhost:4200.

Demo

A demo of the application is yet to be deployed. image

About

No description, website, or topics provided.

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages

  • Python 57.5%
  • TypeScript 36.1%
  • HTML 5.9%
  • CSS 0.5%