S&P100 stocks analysis via Graph Neural Networks (Forecasting, Clustering, Trend classification, Stocks ranking for optimal stock picking)
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Updated
May 16, 2024 - Jupyter Notebook
S&P100 stocks analysis via Graph Neural Networks (Forecasting, Clustering, Trend classification, Stocks ranking for optimal stock picking)
Walk-forward portfolio backtesting using TimesFM 2.5 quantile forecasting across US (S&P 100) and India (Nifty 50) equity markets. Uncertainty bands drive a mean-variance optimizer with return-shrinkage penalty.
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