Description of Work of the DeepInvest project

Work Packages :

The purpose of this WP is to analyze the technological weighting in project-related research fields and to define user requirements and usage scenarios. The ultimate goal is to clearly define the specifications and architecture of the system. Data sources as well as their collection procedures will also be defined.

The object of this WP is to develop appropriate machine learning methods for effective price forecasting and portfolio management. Initially, the sequence-to-sequence architectures will be explored, as well as alternative implementations of loss-functions in the neural networks involved. Finally, the "attention" technique for their training will be examined, in order to exploit most of the input time series.

Software for automatic portfolio creation and management will be developed in WP3. The software will offer the end user / investor suggestions on the optimal portfolio to achieve its goals, seeking a "balance" between maximizing performance and minimizing risk. In addition, the possible application of supportive learning techniques will be explored, to create a "computer consultant" in order to support an investment plan with a fairly long time horizon. The software will allow the automatic adjustment of the portfolio and the investment strategy over time, while it will be customizable in terms of the investor's "tolerance" to risk in a quantitative and automated way.

The purpose of this WP is to integrate the technological achievements of WP2 and WP3 into an integrated software platform and to integrate it into the existing EFFECT platform. Within the WP, the various algorithmic parameters will be adapted to ensure the accuracy, responsiveness and performance of the system and to achieve a significantly improved user experience.

The aim of the WP5 is to define operational requirements, pilot implementation specifications, methodology and evaluation plans. The final evaluation will include the recording of findings and the drawing of conclusions in a report, which will be communicated to the participating partners as well as to other stakeholders in the financial sector. Finally, all activities will be included and described in a communication and dissemination plan.

WP6 concerns research to further exploit the results of the project which includes market analysis, business model development, product and service definition, and exploitation actions.

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