thesis research on applying deep learning in asset pricing with Generative Adversarial Model
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Updated
Apr 30, 2022 - TeX
thesis research on applying deep learning in asset pricing with Generative Adversarial Model
Code for "Methodological Uncertainty in Portfolio Sorts".
In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM), Artificial Neural Networks (ANN), and Sentiment Analysis in an effort to predict the directional changes in exchange rates for a list of developed and developing countries.
This repository hosts the source code for the website tidy-finance.org
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