Implementing Machine Learning for Finance: A Systematic Approach to Predictive Risk and Performance Analysis for Investment Portfolios

© The Author(s), under exclusive license to APress Media, LLC, part of Springer Nature 2021

T. C. NokeriImplementing Machine Learning for Financehttps://doi.org/10.1007/978-1-4842-7110-0_9

9. Investment Portfolio and Risk Analysis

Tshepo Chris Nokeri¹  

(1)

Pretoria, South Africa

 

This chapter properly concludes the book by covering a comprehensive framework for investment portfolio and risk analysis. Thus far, we have developed several machine learning models and deep learning models for robust investment management decision-making. Throughout the book, we alluded to investing in markets involving risk. In this chapter, we present the primitives of investment risk and performance analysis using the Pyfolio package. To install Pyfolio in the Python ...