---
title: "Portfolio Construction"
author: "Jian SHEN"
date: "2020-11-24T19:00:16Z"
tags: [Machine Learning, Python]
link: "https://bookdown.org/shenjian0824/portr/"
length_weight: "2.5%"
pinned: false
---

Portfolio construction with R [...] outline: portfolio: basic portfolio concepts portfolio construction: back-testing machine learning: data clean, transform, viz, exploratory ts modeling model model evaluation math: convex optimization The R session information when compiling this book is shown below: Some basic knowledge about finance, time series analysis, optimization (linear and convex), programming (python1 or R) would be preferred. Later I will add corresponding python ...
