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improve docsUpdate README.md #9

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6 changes: 3 additions & 3 deletions README.md
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Expand Up @@ -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:

Expand All @@ -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)
Expand All @@ -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

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