Code for a master's thesis on tracking the S&P 500 with a small number of stocks. Part 1 replicates the autoencoder-based smart-indexing example of Heaton, Polson and Witte, re-estimates it with cross ...
The collector and portable history are meant to be open source. Analytics and AI coaching are intentionally not part of this project. A good handoff means source records are preserved, simulated and ...
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