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portfolio-optimizations

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This is a project which uses Data Science, Machine learning to predict the stock movements, minimize the risk and maximise gains of portfolio using fama-french factors and many other models.Also the sentiment towards stocks are also monitored using sentiment analysis. Garch Model is used to predict the volatility and movements for intraday trading.

  • Updated Dec 3, 2023
  • Jupyter Notebook

This project was carried out as the final assignment for the Mathematical Optimization for Data Science course. The goal of the analysis was to compare two variants of the Frank-Wolfe Method with the Projected Gradient Method on the Markowitz portfolio optimization problem.

  • Updated Oct 29, 2023
  • Jupyter Notebook

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