├── .gitignore ├── PortfolioConstruction ├── AutoEncoder.py └── PortfolioConstruction.py ├── README.md ├── ReturnPrediction ├── .gitignore ├── ReturnPrediction.py ├── ReturnPrediction_ARIMA.py ├── ReturnPrediction_CNN.py ├── ReturnPrediction_GARCH.py ├── ReturnPrediction_LSTM.py ├── ReturnPrediction_SVR.py ├── ReturnPrediction_VAR.py └── results.py ├── data ├── DeepLearning.h5 ├── comp.csv └── dji.csv └── results ├── ARIMA.png ├── CNN.png ├── DeepRegression.png ├── LSTM.png ├── VAR.png ├── port1.png └── port2.png /.gitignore: -------------------------------------------------------------------------------- 1 | garbage/ 2 | literature/ 3 | __pycache__/ 4 | -------------------------------------------------------------------------------- /PortfolioConstruction/AutoEncoder.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/sonaam1234/DeepLearningInFinance/HEAD/PortfolioConstruction/AutoEncoder.py 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