Description:
This project tries to replicate hedge funds returns by using genetic algorithm to find optimal assets from a set of about 4000 assets for training the linear regression model and then displaying the best match and accuracy for returns after testing the data.
Based on the paper "Hedge fund replication with a genetic algorithm : breeding a usable mousetrap" by Brian C.Payne and Jiri Tresl.
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This project tries to replicate hedge funds returns.
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PhoenixDD/Hedge-Fund-replication
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This project tries to replicate hedge funds returns.
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