RTS-PnO

Risk-aware Fund Allocation based on Time-Series Forcasting

Run PnO Experiment

  python src/run_pno.py --config PNO_config

Run PtO Experiment

First run the prediction stage

  python src/run_conformal.py --config Predict_config

Then run the optimization stage

  python src/run_pto.py --config PtO_config

Run Heuristic Experiment

First run the prediction stage

  python src/run_conformal.py --config Predict_config

Then run the heuristic allocation stage

  python src/run_heuristic.py --config Heuristic_config

We will open-source the config files after acceptance.