A program for financial portfolio management, analysis and optimisation.

Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB

Portfolio optimisation library.

Revolutionizing Portfolio Management in the age of Generative AI using DRL and GAN

Constructing mean-variance efficient frontiers from MPT.

A mean-variance analysis of a portfolio of risky assets, visualising the Markowitz bullet and the efficient frontier. We also compare the performance of a randomly selected portfolio within the Markowitz bullet, with that of an efficient portfolio of the same variance.

Masters dissertation numerically solving Hamilton-Jacobi-Bellman (HJB) equation in an extension of Merton's portfolio allocation problem using finite difference.

This project is dedicated to building an interconnected system that bridges traditional investment principles with advanced AI techniques, delivering a comprehensive decision-support framework.