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add todo
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lucaswychan committed May 12, 2024
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# TODO
We can make further improvements and add additional features.

- [ ] Utilize ensemble learning on LSTM model
- [ ] Use different historical stock price dataset sources other than Yahoo Finance API
- [ ] Use other time-series model to predict the stock price other than ARIMA (e.g. Stochastic Volatility Model)
- [ ] Add additive decomposition function to compare with the multiplicative decomposition
- [ ] Construct other portfolio for evaluation (e.g. Markowitz’s mean-variance portfolio)
- [ ] Utilize Robust Optimization to get the covariance matrix of the stock log returns
- [ ] Add other risk distribution strategy to get the budget
- [ ] Use other risk measures for the risk parity portfolio (e.g. Conditional Value-at-Risk (CVaR))

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