finol.optimization_layer

optimization_layer 模块包含与优化层相关的类和函数。

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.