Certificate of Completion
THIS ACKNOWLEDGES THAT
HAS COMPLETED THE MAY-SUMMER 2024 DATA SCIENCE BOOT CAMP
Arvind Suresh
Roman Holowinsky, PhD
JUNE 10, 2024
DIRECTOR
DATE
TEAM
Deep Learning for Portfolio Optimization
Arvind Suresh,Li Zhu,Jingheng Wang
This project develops advanced models for stock allocation to maximize returns using both short-term and long-term portfolio optimization strategies. For short-term optimization, we combine sentiment analysis via the BERT language model with the Black-Litterman model for dynamic 10-day portfolio adjustments. For long-term optimization, we utilize a Long Short-Term Memory (LSTM) network to predict stock performance and compare it against the Markowitz Mean-Variance Model and Genetic Algorithm. These approaches aim to create a versatile toolkit for optimizing portfolios under varying market conditions and investment horizons.