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FinanceData-Optimization

파일 설명

📃 Finance_Data_FELAB는 재무 데이터를 가져오기 위한 코드입니다.
Finance Datareader, pykrx, yfinance, Panda-Datareader의 여러 함수를 설명하고 코드로 구현하는 방법을 설명합니다.

(eng)
Finance_Data_FELab is the code for importing financial data.
Explain how to use several functions of Finance Datareader, pykrx, yfinance, and pandas-datareader and implement them in code.


📃 Optimization_FELAB은 포트폴리오를 최적화하는 방법에 대한 코드입니다.
최적화의 개념과 SLSQP를 사용한 scipy의 minimize 함수를 통해 포트폴리오 최적화를 구현합니다.

(eng)
Optimization_FELab is code for how to optimize your portfolio.
Implement portfolio optimization through the concept of optimization and scipy's minimization function using SLSQP.



사사 표기

이 코드는 2023년도 정부(과학기술정보통신부)의 재원으로 정보통신기획평가원의 지원을 받아 수행된 연구임 (No.RS-2022-00155911, 인공지능융합혁신인재양성(경희대학교))


(eng)
This work was supported by Institute of Information & communications Technology Planning & Evaluation (IITP) grant funded by the Korea government(MSIT) (No.RS-2022-00155911, Artificial Intelligence Convergence Innovation Human Resources Development (Kyung Hee University))



작성자

Chanig Gi Son
Master's student, Financial Engineering Lab, Department of Big Data Analytics, Graduate School, Kyung Hee University

[Advisor] Jang Ho Kim, Ph.D.
Associate professor, Department of Industrial and Management Systems Engineering, College of Engineering, Kyung Hee University

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Code for importing financial data & Simplified portfolio optimization

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