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# TODO | ||
We can make further improvements and add additional features. | ||
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- [ ] 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)) |