README.md

Optymalizacja-portfela

1. Implementation of Goal Based Investing solution based on:
   • "Dynamic Portfolio Allocation in Goals-Based Wealth Managemen" paper
   • "Dynamic Optimization for Multi-Goals-Based Wealth Management" paper
2. Economic scenarios generators
   • Custom libraries:
     • scenarios evaluation
     • data preprocessing
     • Regime swtiching stochatic model
     • Lognormal model
3. Vanguard equity forecasting model implementation based on:
   • Improving U.S. stock return forecasts: A “fair-value” CAPE approach