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Certificate of Completion

THIS ACKNOWLEDGES THAT
HAS COMPLETED THE SPRING 2024 DEEP LEARNING BOOT CAMP
Ahmet Ozkan Demir

Roman Holowinsky, PhD
MAY 03, 2024
DIRECTOR
DATE
TEAM
Portfolio Optimization using Deep learning.
Ahmet Ozkan Demir, Kwok Wai Ma, Amey Kaloti

Portfolio optimization is a fundamental problem in finance. Modern portfolio theory introduced by Markowitz assumes that an investor aims to maximize portfolios expected return contingent on the amount of risk. Classical approaches require solving a convex optimization problem. In this project we use deep learning to solve the portfolio optimization problem for a collection of stocks.



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