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1. MachineLearning MachineLearning Public

   This repository contains my machine learning projects developed during the ML course I took during my time at UNI.

   Jupyter Notebook

2. ReinforcementLearning_TraderAgent ReinforcementLearning_TraderAgent Public

   This project implements a trading agent using the Proximal Policy Optimization algorithm (Reinforcement Learning) to make trading decisions on a portfolio with multiple assets.

   Python 1 1

3. PortfolioOptimizationWithCAPM PortfolioOptimizationWithCAPM Public

   In this proyect I developed a trading strategy to optimize portfolio returns with a linear programming model based on the CAPM. It was backtested using historical data and implemented on Python.

   Jupyter Notebook

4. OptimizationOfStocksPortfolio OptimizationOfStocksPortfolio Public

   This project is based on the Mean-Variance model for optimization of a Stock Portfolio. It includes an analysis of the scheme, an implementation and its backtesting with Python.

   Jupyter Notebook

5. BitcoinPricePredictionWithPDEs BitcoinPricePredictionWithPDEs Public

   The aim of this project is to forecast bitcoin price using a partial differential equation model. The project uses Google Trend Index, chainlets data and Crank-Nicolson method for solving the pde.

   Jupyter Notebook

6. ComparingModelsForEuropeanAndBarrierOptions ComparingModelsForEuropeanAndBarrierOptions Public

   The aim of this project is to compare different models for a European Call Option and a Call Barrier up-and-out Option.

   Jupyter Notebook