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  1. ML-Portfolio-Optimization ML-Portfolio-Optimization Public

    A tool integrating mean-variance optimization, machine learning strategies, Black-Litterman model adjustments, and comprehensive factor analysis to enhance investment decision-making.

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  2. Monte-Carlo-Portfolio-Optimization Monte-Carlo-Portfolio-Optimization Public

    This project involves portfolio optimization using Monte Carlo simulation to identify an optimal investment portfolio that maximizes returns while minimizing risk. The project is an application of …

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    Extending Monte-Carlo-Portfolio-Optimization, this project integrates advanced probability distributions and performance simulations for more nuanced portfolio analysis.

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  4. Option-Pricing-Heatmap Option-Pricing-Heatmap Public

    Implementation of various option pricing models, including the Black-Scholes Model, the Heston Model, and the Merton Jump Diffusion Model. Additionally, it provides a heatmap visualization of optio…

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  5. Option-Pricing-CPP Option-Pricing-CPP Public

    Exploring option pricing models in C++ as a transition from Python, including Black-Scholes, Heston, and Merton Jump Diffusion models for computational finance analysis.

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