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Optimal Trading Policy for Portfolio Return Maximization

This project was completed as a part of MIT Course 15.095 Machine Learning under a Modern Optimization Lens with joint efforts from Sanya Chauhan and Theo Dawson.

Top 5 Projects - Presented to Dr. Dimitris Bertimas and the Master of Business Analytics Cohort of 80 students

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Objective

Prediction of stock prices and using this information to optimize a stock portfolio to maximize returns.

Methodology

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