Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on Pytorch.
☆14Apr 8, 2023Updated 2 years ago
Alternatives and similar repositories for Deep-Risk-Model
Users that are interested in Deep-Risk-Model are comparing it to the libraries listed below
Sorting:
- Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation☆12Mar 7, 2024Updated last year
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated last year
- ☆12Jul 19, 2020Updated 5 years ago
- 【Framework】Let the neural network 'freely' learn the relationship between different stocks. An intuitive example in quantitative finance,…☆25Dec 24, 2021Updated 4 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Dec 17, 2022Updated 3 years ago
- 改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆22Mar 20, 2024Updated last year
- 高性能并行、事件驱动量化回测框架 high performance backtest,factor investing, portfiolio analysis☆23Nov 12, 2025Updated 3 months ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆50Jul 13, 2023Updated 2 years ago
- This repository shows the application of PCA technique for risk factor modelling of financial securities.☆21Apr 29, 2020Updated 5 years ago
- quantitative investment; genetic algorithm; data mining☆33Sep 3, 2024Updated last year
- 多因子选股框架☆26Dec 9, 2020Updated 5 years ago
- The source code for the paper☆28Jul 3, 2023Updated 2 years ago
- 量化交易策略-多行业协整配对交易策略☆25Feb 27, 2018Updated 8 years ago
- 众人的因子回测框架 stock factor test☆30Feb 12, 2026Updated 2 weeks ago
- 通过遗传算法、强化学习来自动选择高频因子☆26Jan 5, 2023Updated 3 years ago
- 基于基因表达式规划算法的因子挖掘☆36Sep 1, 2021Updated 4 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Aug 26, 2024Updated last year
- ☆30Jul 21, 2023Updated 2 years ago
- Mean-Variance Optimization using DL (pytorch)☆33Mar 26, 2022Updated 3 years ago
- binance合约交易量化交易框架 此框架为策略编写框架,带有不同的回测和画图功能。 基于此框架可研发多因子模型和多种机器学习模型。 该框架还实现了多时间级别预测的联立☆30Dec 16, 2024Updated last year
- a股量化交易:数据获取,策略应用,自动交易☆32Jun 6, 2025Updated 8 months ago
- ☆11Oct 24, 2025Updated 4 months ago
- Fundamental Accounting Concept Relations validation for International Financial Reporting Standards (IFRS).☆14Sep 20, 2018Updated 7 years ago
- 开放信号聚合ensemble框架。☆28Feb 11, 2026Updated 2 weeks ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆100May 16, 2025Updated 9 months ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Jan 30, 2024Updated 2 years ago
- alpha投研示例☆92Feb 5, 2026Updated 3 weeks ago
- ☆40Jun 13, 2023Updated 2 years ago
- Compares various time-series feature sets on computational performance, within-set structure, and between-set relationships.☆11Jun 3, 2022Updated 3 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- 线性回归算法☆12Jun 24, 2020Updated 5 years ago