Jianeng / Deep-Learning-in-Asset-PricingLinks
https://arxiv.org/abs/1805.01104
☆113Updated 4 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☆132Updated 3 years ago
- ☆70Updated 2 years ago
- Calculate U.S. equity (portfolio) characteristics☆91Updated 10 months ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Updated 5 years ago
- Financial research data services for academics.☆91Updated 5 months ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- Empirical Data and Some Simulation Codes☆102Updated 6 years ago
- Python Package: Fitting and Forecasting the yield curve☆37Updated 4 years ago
- ☆33Updated 4 years ago
- Replication of https://ssrn.com/abstract=3984925☆38Updated last year
- DCC GARCH modeling in Python☆94Updated 5 years ago
- ☆48Updated this week
- Instrumented Principal Components Analysis☆228Updated 2 years ago
- Pricing the Term Structure with Linear Regressions☆37Updated 7 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆66Updated 3 weeks ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆62Updated 2 years ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆42Updated 5 years ago
- Website dedicated to a book on machine learning for factor investing☆226Updated last year
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆39Updated 4 years ago
- Example code of simple things one can do with our open-source asset pricing data☆52Updated 10 months ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆63Updated last year
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 7 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- FFT-based Option Pricing Methods in Python☆59Updated 6 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆75Updated 5 months ago
- ☆41Updated 4 months ago
- Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python☆127Updated last year
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆159Updated 4 years ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆314Updated 3 months ago
- ☆73Updated 4 years ago