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Pinned

  1. TUM_Analytics_Cup_2020 TUM_Analytics_Cup_2020 Public

    Imbalanced 2-class classification project for a predictive modeling competition (13th best ranked team out of a 104)

    Jupyter Notebook

  2. Data_Mining_Cup_Prudsys_21 Data_Mining_Cup_Prudsys_21 Public

    Team project to build a recommender system for an online bookstore to participate in the Prudsys Data Mining Cup 2021

    Jupyter Notebook

  3. BRIC_Asset_Pricing_Project BRIC_Asset_Pricing_Project Public

    Empirical Asset Pricing project with the aim to develop a multi factor long only investment strategy using stock return data from the BRIC region

    HTML 1 2

  4. PortfolioManagement-with-an-actor-critic-algorithm PortfolioManagement-with-an-actor-critic-algorithm Public

    Learned weight allocations per time step (action) to maximize the cumulative portfolio return (reward) based on a window of six daily ETF share price time series (state)

    Jupyter Notebook