Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.
☆15Dec 15, 2019Updated 6 years ago
Alternatives and similar repositories for Empirical_asset_pricing_via_boosting
Users that are interested in Empirical_asset_pricing_via_boosting are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆12Apr 17, 2021Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 4 years ago
- ☆14Apr 1, 2019Updated 7 years ago
- Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python☆12Apr 12, 2023Updated 3 years ago
- Calculate Black Scholes Implied Volatility - Vectorwise☆16Feb 10, 2021Updated 5 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- 多因子打分选股☆13Jan 12, 2022Updated 4 years ago
- This is a program for strategic asset allocation research for negative investment FOF.☆14Jul 26, 2020Updated 5 years ago
- Our project extends the classical models such as Vasicek and CIR to incorporate the effects of jump-risks in the market. We explore moder…☆12Mar 4, 2021Updated 5 years ago
- Various Classification models used are Logistic regression, K-NN, Support Vector Machine, Kernel SVM, Naive Bayes, Decision Tree Classifi…☆10Jan 18, 2018Updated 8 years ago
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 4 years ago
- 量化研究-多因子模型☆23Jul 26, 2023Updated 2 years ago
- Python code for dynamic facctor model. (Preliminary and in progress)☆22Dec 2, 2017Updated 8 years ago
- 多因子选股框架☆27Dec 9, 2020Updated 5 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Ordinary differential equation solver & network simulator.☆12Feb 28, 2023Updated 3 years ago
- Learn Mithril.js by seeing, reviewing, and running up-to-date code examples☆13Jun 17, 2023Updated 2 years ago
- Natural Language (NLP): Sentiment Analysis and Bitcoin Return Prediction Using FinBERT☆15May 12, 2022Updated 3 years ago
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Aug 25, 2020Updated 5 years ago
- A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python☆33Oct 14, 2021Updated 4 years ago
- ☆11Dec 8, 2022Updated 3 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆25Jul 26, 2019Updated 6 years ago
- A very simple app that displays random inspirational quotations. Written in Python using the Kivy library for cross-platform support (And…☆13Nov 2, 2018Updated 7 years ago
- Factor Investing Library☆29Nov 12, 2022Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Zeroth-order Min-max Optimization☆13Jun 28, 2020Updated 5 years ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Nov 8, 2020Updated 5 years ago
- Ask anything to PDFs.☆12Apr 20, 2023Updated 3 years ago
- This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approac…☆13Jul 18, 2022Updated 3 years ago
- Fundamental Factor Model based on Bloomberg☆11Mar 30, 2017Updated 9 years ago
- Automated trading strategies created on the QuantConnect Platform.☆11Dec 25, 2021Updated 4 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Feb 24, 2019Updated 7 years ago
- PySpark, Databrick, h2o, MLlib☆20Aug 25, 2016Updated 9 years ago
- Testing trading signals of commodity futures☆18Apr 4, 2020Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- 利用Wind API更新周频与月频因子☆12Sep 3, 2019Updated 6 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆17Nov 20, 2020Updated 5 years ago
- Modeling a multi-alpha factor stock portfolio. For Udacity's AI for Trading Nanodegree.☆21Nov 2, 2018Updated 7 years ago
- ☆16May 28, 2022Updated 3 years ago
- Quantitative finance research tools in Python☆12Mar 8, 2019Updated 7 years ago
- An Empirical Study of Optimal Combination of Algorithms for Prediction-Based Portfolio Optimization Model using Machine Learning over Co…☆11Jun 15, 2022Updated 3 years ago
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆12May 12, 2020Updated 5 years ago