Machine Learning portfolio optimization : Ridge, LogisticRegressions,LightGBM, XGBoost , Black-litterman , CVaR Efficient , Sortino, calmar, Sharpe maximization. Python/scikit-learn/PyPortfolioOpt
machine-learning ml prediction python3 xgboost machinelearning portfolio-optimization ridge-regression algorithmic-trading stock-prediction mean-variance-optimization finance-management cac40 prediction-market lightgbm-classifier pyportfolioopt rendement sharpe-ratio-optimization cac40-quantitative-finance rendement40
-
Updated
Jul 21, 2026 - Python