stokhos/deep-portfolio-theory

Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)

• 👋 Hi, I’m @stokhos
• ✨ I think the lone wolf survives but the pack dies
• 👀 I’m interested in low level cool stuff
• 🌱 I’m currently learning Jax, Pytorch, GYM
• 💞️ I’m looking to collaborate on low level cool stuff
• 📫 How to reach me: Open an issue here.

Binary Search Tree Structure

            ------   /
           |21, 32| /
           |21, 21|<
           |  20  | \
            ------   \
  --------   /
 | 20, 20 | /
 |14.1, 21|<
 |  None  | \
  --------   \
                      ----------   /
                     | 19.3, 21 | /
                     |19.3, 19.3|<
                     |    19    | \
                      ----------   \
            ----------   /
           | 19, 121  | /
           |14.1, 19.3|<
           |    20    | \
            ----------   \
                      ----------   /
                     |14.1, 199 | /
                     |14.1, 14.1|<
                     |    19    | \
                      ----------   \
ASK: min 14.1  max 21   
BID: max 13    min 10   
            ------   /
           |13, 10| /
           |13, 13|<
           |  12  | \
            ------   \
  ------   /
 |12, 10| /
 |10, 13|<
 | None | \
  ------   \
            ------   /
           |10, 21| /
           |10, 10|<
           |  12  | \
            ------   \