top of page
TEAM
Portfolio Optimization using Deep learning.
Ahmet Ozkan Demir, Kwok Wai Ma, Amey Kaloti
![clear.png](https://static.wixstatic.com/media/55f531_b9f3f13ce3aa4af78af2cc6d3563b81b~mv2.png/v1/fill/w_3,h_3,al_c,lg_1,q_85,enc_auto/clear.png)
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.
![](https://static.wixstatic.com/media/a994932411404ef3bb797ba005125f5d.png/v1/fill/w_45,h_45,al_c,q_85,usm_0.66_1.00_0.01,blur_3,enc_auto/a994932411404ef3bb797ba005125f5d.png)
![](https://static.wixstatic.com/media/a994932411404ef3bb797ba005125f5d.png/v1/fill/w_45,h_45,al_c,q_85,usm_0.66_1.00_0.01,blur_3,enc_auto/a994932411404ef3bb797ba005125f5d.png)
![](https://static.wixstatic.com/media/a994932411404ef3bb797ba005125f5d.png/v1/fill/w_45,h_45,al_c,q_85,usm_0.66_1.00_0.01,blur_3,enc_auto/a994932411404ef3bb797ba005125f5d.png)
bottom of page