Neural Network Portfolio Optimizer

Motive

Use neural network to determine new weights of a portfolio by using Sharpe Ratio as the loss function.

Goals

• get_stock_data
  1. retrieves individual stock prices from csv files
  2. checks that all the stocks exist and have same time frame
  3. prepares data for NN model
• portfolio_optimizer
  1. imports stock_portfolio from get_stock_data and feeds it into model
  2. model returns weights of stocks in portfolio

Links to Sources

Neural Network Model https://github.com/shilewenuw/deep-learning-portfolio-optimization/blob/main/Model.py

Stock Data https://www.kaggle.com/datasets/jacksoncrow/stock-market-dataset/data