This project forked from marieimokoyende/vae-dimredfinance
This notebook revolves on a full-cycle application of Variational AutoEncoders for dimensionality reduction. It is designed to be used on finance data. It is also about exploring the possibility of Index creation.
This code is under AGPLv3 license.
As dataset, data from Yahoo Finance was used and anonymized.
It is based on a pair of Python notebook files:
2019-04-10: First release
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