GitHub - tianyu-z/Tactical_Asset_Allocation_with_Ensemble_Learning_Using_Walk_forward_Optimization: Capstone Research Project in NYU Courant

Name		Name	Last commit message	Last commit date
Latest commit History 1 Commit
Black_Litterman_Mean_Variance_BackTest.ipynb		Black_Litterman_Mean_Variance_BackTest.ipynb
Classification_Walk_Forward_Optimization.ipynb		Classification_Walk_Forward_Optimization.ipynb
Data_Download_Transformation_Graph.ipynb		Data_Download_Transformation_Graph.ipynb
Executive_summary.pdf		Executive_summary.pdf
Feature_Selection_and_Training_Models.ipynb		Feature_Selection_and_Training_Models.ipynb
Momentum_Autocor.ipynb		Momentum_Autocor.ipynb
Prediction Stage.ipynb		Prediction Stage.ipynb
Presentation_Final.pdf		Presentation_Final.pdf
Report_Tactical_Asset_Allocation_with_Ensemble_Learning_Using_Walk_forward_Optimization.pdf		Report_Tactical_Asset_Allocation_with_Ensemble_Learning_Using_Walk_forward_Optimization.pdf
Return Data.xlsx		Return Data.xlsx
Transformation Key.xlsx		Transformation Key.xlsx
Transformation_and_Merge.ipynb		Transformation_and_Merge.ipynb
black_litterman_ETFs.py		black_litterman_ETFs.py
merge_1month.csv		merge_1month.csv
merge_3month.csv		merge_3month.csv
pred_1month.csv		pred_1month.csv
pred_1month_accuracy.xlsx		pred_1month_accuracy.xlsx
pred_1month_auc_roc.xlsx		pred_1month_auc_roc.xlsx
pred_1month_precision.xlsx		pred_1month_precision.xlsx
pred_3month.csv		pred_3month.csv
pred_3month_accuracy.xlsx		pred_3month_accuracy.xlsx
pred_3month_auc_roc.xlsx		pred_3month_auc_roc.xlsx
pred_3month_precision.xlsx		pred_3month_precision.xlsx