Thesis Project On stock portfolio Optimization with Predictive Stock Selection Using Machine Learning
Budget: ₹600 – ₹1,500 INR
Make an algorithm for stock prediction i.e. select top k stocks out of a dataset of stocks. The machine learning algorithm can be LSTM or CNN and the after shortlisting the k stocks use Markowitz mean-variance (MV) model for optimal portfolio construction. The portfolio should be of low risk and high return as we are focusing on long term investment.
The algorithm should be well commented and details of the algorithm should be documented seperately.
Important points:-
1. There should be two algorithms one for shortlisting the stocks and other in which the MV model is applied to the shortlisted stocks and results should be clearly displayed. The algorithms should be well commented.
2. Write the report for the algorithms like the where dataset is obtained from how algorithm works and results of algoritm.
The algorithm should be well commented and details of the algorithm should be documented seperately.
Important points:-
1. There should be two algorithms one for shortlisting the stocks and other in which the MV model is applied to the shortlisted stocks and results should be clearly displayed. The algorithms should be well commented.
2. Write the report for the algorithms like the where dataset is obtained from how algorithm works and results of algoritm.