Jianeng / Deep-Learning-in-Asset-PricingView external linksLinks
https://arxiv.org/abs/1805.01104
☆122Dec 2, 2020Updated 5 years ago
Alternatives and similar repositories for Deep-Learning-in-Asset-Pricing
Users that are interested in Deep-Learning-in-Asset-Pricing are comparing it to the libraries listed below
Sorting:
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆146Jul 17, 2021Updated 4 years ago
- ☆28Mar 20, 2021Updated 4 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Apr 21, 2020Updated 5 years ago
- ☆80Dec 22, 2022Updated 3 years ago
- Empirical Data and Some Simulation Codes☆110Jun 24, 2019Updated 6 years ago
- Deep learning for forecasting company fundamental data☆141Jul 23, 2019Updated 6 years ago
- PhD 403: Empirical Asset Pricing☆28Dec 3, 2018Updated 7 years ago
- Machine learning methods for identifing investment factors☆19Nov 9, 2021Updated 4 years ago
- ☆24Aug 19, 2017Updated 8 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆36Dec 15, 2021Updated 4 years ago
- Instrumented Principal Components Analysis☆252Aug 15, 2022Updated 3 years ago
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Mar 1, 2020Updated 5 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆17Sep 5, 2025Updated 5 months ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆354Jan 8, 2026Updated last month
- Recurrent Neural Filters for Time Series Prediction☆23Mar 27, 2020Updated 5 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Mar 25, 2023Updated 2 years ago
- Empirical asset pricing via Machine Learning in the Korean market☆46Mar 1, 2024Updated last year
- A repository for machine learning based investment strategies☆28Nov 11, 2019Updated 6 years ago
- Calculate U.S. equity (portfolio) characteristics☆107Aug 9, 2024Updated last year
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Apr 8, 2020Updated 5 years ago
- It is a project that conducts a study on predicting the cross section of Chinese stock market returns with a large panel of 75 individual…☆34Jun 19, 2021Updated 4 years ago
- Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV☆19Updated this week
- My replication of financial papers.☆20Aug 2, 2018Updated 7 years ago
- Collection of business analytics case studies that leverage data science methods to create business value (R and Python)☆12Jul 12, 2019Updated 6 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Jul 17, 2022Updated 3 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆162Jan 17, 2021Updated 5 years ago
- A public available dataset for using market sentiment for financial asset allocation.☆23Feb 17, 2019Updated 6 years ago
- Alpha model skeletons & examples☆12Nov 8, 2023Updated 2 years ago
- This git repository is based on the work of J.Heaton, N.Polson and J.Witte and their articleDeep Learning for Finance: Deep Portfolios. …☆48May 9, 2018Updated 7 years ago
- Time-Series Momentum Strategies☆12Jul 20, 2018Updated 7 years ago
- Large Deviations for volatility options☆13Feb 28, 2019Updated 6 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Jun 22, 2022Updated 3 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆11Aug 22, 2023Updated 2 years ago
- A Data Science pipeline for Algorithmic Trading: A comparative study in applications to Finance and cryptoeconomics☆14Jul 1, 2022Updated 3 years ago
- Python library for asset pricing☆128Mar 13, 2024Updated last year
- [deprecated] U.S. public financial analysis tools using pandas.☆14Jan 8, 2022Updated 4 years ago