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jankrepl/deepdow

A PyTorch-based library that uses neural networks to compute financial portfolio weight allocations in a single forward pass.

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deepdow merges portfolio optimization with deep learning by constructing pipelines of differentiable layers. Feature extractors (such as LSTM networks) process market data, and a final allocation layer produces portfolio weights. The entire network is trained via gradient descent to find optimal buy-and-hold weight allocations.

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