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Vectorized implementations of 3/4 partner selection approaches

Open franz101 opened this issue 3 years ago • 0 comments

Coded mostly in numpy, pandas and scipy. I have focused on different strategies to improve the speed further.

  • Avoid for-loops as much as possible
  • Use broadcasting and matrix multiplication instead
  • Experiment with advanced indexing and one hot encoded matrix multiplication

In this PR the following is included:

  • The base structure for a module that can be used for partner selection.
  • A stock downloader which is build on top of y-finance
  • A notebook with a tutorial on how to use it.

Outlook:

  • I have not yet finished the vectorised copula approach.
  • I wanted to build a few dashboards outside of Python
  • Unit testing is still behind
  • An architecture to make it more usable with static methods for example.

If you have any questions. I'm looking forward to discuss them.

franz101 avatar Feb 17 '21 20:02 franz101