This is a replication repository for the article Designing Time-Series Models With Hypernetworks & Adversarial Portfolios. To replicate the analysis:

1. Install dependencies in requirements.txt
2. Run the analysis via either:
   • If you are a DVC user, simply run dvc exp run in the console or run the run.bat file.
   • If not, you can also run all the files manually in the following order:
     1. src\m6\portfolio_weights.R
     2. src\m6\quintile_predictions.R
     3. src\m6\scaling_effects.R
     4. src\sinusoidal\sinusoidal.R
     5. src\m4\m4.R
     6. src\m4\m4_postprocessing.R
3. To create the pdf, compile the files:
   1. text\article_arxiv\tikz\diagram.tex
   2. text\article_arxiv\tikz\diagram_specific.tex
   3. text\article_arxiv\article_arxiv.tex