Alternatives and similar repositories for Sentiment_Analysis_On_Financial_News_Headlines_With_BERT_And_FinBERT:

Users that are interested in Sentiment_Analysis_On_Financial_News_Headlines_With_BERT_And_FinBERT are comparing it to the libraries listed below

• SakethAleti / ECON-690-HighFrequencyEconometrics
  Code and documents from Econ 690 at Duke
  ☆9Updated 2 years ago
• yolsever / ML-in-equity-prediction
  My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
  ☆48Updated 4 years ago
• YalDan / hf.econometrics
  Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Myklan…
  ☆16Updated 9 months ago
• Feng-CityUHK / EquityCharacteristicsSAS
  US equity (portfolio) characteristics, the main file is in SAS.
  ☆18Updated last year
• gtfintechlab / fomc-hawkish-dovish
  Codebase for FOMC-NLP, accepted at ACL 2023 (main)
  ☆53Updated 2 months ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆16Updated 4 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆69Updated 2 years ago
• dkyol / Asset-Pricing-Model
  PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics
  ☆38Updated 4 years ago
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆29Updated 11 months ago
• hrbzkm98 / ml-research
  A repository for machine learning based investment strategies
  ☆28Updated 5 years ago
• Kem975 / Deep_Partial_Least_Squares
  Source code for Deep Partial Least Squares for Empirical Asset Pricing.
  ☆14Updated 2 years ago
• yye9701 / KR_example
  ☆20Updated 2 years ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 3 years ago
• theisij / ml-and-the-implementable-efficient-frontier
  Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)
  ☆12Updated 8 months ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆38Updated 4 years ago
• Wentworthliu123 / Fama_French_Selfstudy
  ☆9Updated 5 years ago
• ZhangZhiHu / assetPricing
  ☆23Updated 7 years ago
• mauep2025 / Global-Oil-Market
  This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …
  ☆25Updated last year
• cosimoizzo / DDFM
  Deep Dynamic Factor Models
  ☆17Updated last year
• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆26Updated 8 years ago
• kurucan / Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market
  Machine learning methods for identifing investment factors
  ☆16Updated 3 years ago
• HoagieT / Inflation-Nowcast-Model
  A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.
  ☆13Updated 4 years ago
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆31Updated 2 years ago
• bank-of-england / InterpretableMLWorkflow
  ☆16Updated 8 months ago
• LouisChen1992 / Deep_Learning_Asset_Pricing
  ☆28Updated 4 years ago
• leeway00 / Asset-Pricing-via-ML
  Empirical asset pricing via Machine Learning in the Korean market
  ☆35Updated last year
• YalDan / JumpDetectR
  Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…
  ☆14Updated 3 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆86Updated 6 months ago