diff --git a/README.md b/README.md index 32c7582..dd68408 100644 --- a/README.md +++ b/README.md @@ -2,7 +2,7 @@ *Deep Portfolio Theory* is a portfolio selection method published by J. B. Heaton, N. G. Polson, J. H. Witte from GreyMaths Inc. -Authors' codes are proprietary, so I (this github repo owner) can only try to code this notebook myself for experiment. I am not the author and is not related to the original authors. This code may not achieve satisfying results as the paper states. Maybe I misunderstand some parts from the paper, so I hope that someone can continue the research and contribute to the framework. (you are welcome to open issues.) +Authors' codes are proprietary, so I (this github repo owner) can only try to code this notebook myself for experiment. I am not the author and is not related to the original authors. This code may not achieve satisfying results as the paper states. Maybe I misunderstand some parts from the paper, so I hope that someone can continue the research and contribute to the framework. (you are welcome to open issues.) You may find relevant papers according to the lists: @@ -11,7 +11,7 @@ You may find relevant papers according to the lists: # Some "tricky" stuffs you may want to know after reading the paper -- The authors use **"auto-encoding, calibration, validation and verification"** as machine learning steps. In computer science, we are more comfortable to call them **"auto-encoding, validation, testing and verification"**. But we will still follow the terms the authors use in this repo. +- The authors use **"auto-encoding, calibration, validation and verification"** as machine learning steps. In computer science, we are more comfortable to call them **"auto-encoding, validation, testing and verification"**. But we will still follow the terms the authors use in this repo. - For the graph below in Page 13, for convenience, let's name upper left, upper right, lower left, lower right as A, B, C, D. ![p13](image/p13.png) @@ -24,7 +24,7 @@ You may find relevant papers according to the lists: Python 3, Keras (Tensorflow Backend) -# Data +# Data Analysis - Downloaded from Bloomberg Terminal