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    The 2nd KRX Stock Investment Algorithm Competition

    Algorithm | Structured | Time-Series | Building Portfolio | Finance | Sharpe Index

    • moneyIcon Prize : 5,000 만원
    • 1,323 Users Completed
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    [팀 : docosa] ARIMA is all you need.

    docosa
    2023.07.31 09:44 1,230 Views language
    comments 0

    베이스라인 코드의 arima 모델을 사용하였습니다.
    compound return 값을 이용하여 포트폴리오를 구성하였습니다.
    감사합니다.

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    Competition - 제2회 KRX 주식 투자 알고리즘 경진대회
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    [팀 : docosa] ARIMA is all you need.
    Competition - 제2회 KRX 주식 투자 알고리즘 경진대회
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    [팀명: ididntknow ]전통적인 rule base 방식을 활용한 포트폴리오
    Competition - 제2회 KRX 주식 투자 알고리즘 경진대회
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