penguin

Portfolio theory, developed by Markowitz (1952), provides a framework for how investors can distribute their wealth to achieve optimal outcomes, while balancing the desire to maximize expected returns and to minimize risk. It remains a cornerstone of modern investment strategies. The objective of this document is to illustrate the principles that underpin this theory by developing an algorithm to obtain optimal portfolios via simulations, starting with a set of only two stocks and later generalizing it to multiple risky assets.

This project uses association rule mining to analyze children’s food consumption data. The Apriori algorithm and multiple visualizations are applied to explore co-occurring food items and evaluate the trade-offs between support, confidence, and lift.