finol.optimization_layer

The optimization_layer module contains optimization layer related classes and functions.

finol.optimization_layer.CriterionSelector

Class to select and compute loss criterion for portfolio selection.

finol.optimization_layer.ModelTrainer

Class to train a machine learning model for portfolio selection.

finol.optimization_layer.OptimizerSelector

Class to select optimizer for portfolio selection.

finol.optimization_layer.ParametersTuner

Class to tune model hyper-parameters using auto ML library.