A JavaScript library to allocate and optimize financial portfolios.

Tracking S&P 500 index with deep learning model

Term project based on Sparse Index Tracking for Passive Investment

Genetic Algorithm Optimization for the Index-Tracking problem.

Automatic Index Tracking for CasADi NLPs

Passive index replication of the NASDAQ-100 using Mixed Integer Programming that selects an optimal 25-asset fund from 97 equities to maximise correlation-weighted similarity across rolling market regimes.

Finds the index of a word in any txt file

Mirrors the U.S. and Canadian markets with just 20 stocks, matching their moves without chasing bigger returns.

지수 상향 추종 포트폴리오 알고리즘

ML pipeline replicating the FTSE MIB with an autoencoder for stock selection — out-of-sample evaluation

Replicate the NASDAQ-100 with a 25-asset index fund using mixed integer programming to maximize correlation-based similarity.