Automated unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks to construct an optimized diversified intelligent portfolio.
Jonathan Larkin, August 2017
Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history Often, the stock price of the companies in the same industry will move in tandem with each other. This is because market conditions generally affect the companies in the same industry the same way. With…
Motivation: If I, asset manager x, can find funds similar to my own which are not currently captured by Morningstar Category relationships, I can target those funds for competition.