☆41Feb 10, 2021Updated 5 years ago
Alternatives and similar repositories for Deep_Learning_Asset_Pricing
Users that are interested in Deep_Learning_Asset_Pricing are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆28Dec 15, 2023Updated 2 years ago
- ☆82Dec 22, 2022Updated 3 years ago
- Calculate U.S. equity (portfolio) characteristics☆111Aug 9, 2024Updated last year
- Instrumented Principal Components Analysis☆264Aug 15, 2022Updated 3 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆29Mar 4, 2021Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Equity return and characteristics of China A-Share market☆33Dec 21, 2023Updated 2 years ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆52May 19, 2020Updated 6 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- Code for Textual Factor Framework in Cong, Liang and Zhang 2019☆23Jul 17, 2024Updated last year
- Examples for Econ 712, Fall 2013☆16Feb 17, 2020Updated 6 years ago
- The Implementation of paper (RE)IMAGE(IN)ING PRICE TRENDS by PyTorch☆20Apr 15, 2021Updated 5 years ago
- ☆11Dec 9, 2017Updated 8 years ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆38Feb 9, 2023Updated 3 years ago
- End-to-end solution to process TRACE corporate bond data.☆51Mar 23, 2026Updated 2 months 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.
- Difference-in-Differences analysis of survey data to estimate causal effects☆10Feb 27, 2019Updated 7 years ago
- ☆23Nov 22, 2025Updated 6 months ago
- ☆14May 13, 2026Updated last month
- This is a read-only mirror of the CRAN R package repository. rumidas — Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MI…☆12Mar 18, 2025Updated last year
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆31Mar 6, 2025Updated last year
- Analyse sentiment of Chinese text.☆12Apr 12, 2017Updated 9 years ago
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Mar 1, 2020Updated 6 years ago
- This repo contains the tutorial, (D)Ask Me Anything About Data Analytics at Scale, for SciPy US 2021.☆12Jul 13, 2021Updated 4 years ago
- Implementation Codes for NeurIPS22 paper "Dynamic Graph Neural Networks Under Spatio-Temporal Distribution Shift"☆26Dec 1, 2022Updated 3 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- 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
- Modeling of intraday volatility and volume in financial markets☆20May 29, 2023Updated 3 years ago
- Best Subset Selection, Forward Stepwise, Backward Stepwise Classes in sk-learn style.☆15May 18, 2020Updated 6 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆20Jul 4, 2018Updated 7 years ago
- Factor-Based Imputation for Missing Data☆63Jan 24, 2025Updated last year
- C++ option pricing library on vanillas & exotics, Python volatility calibration library☆22Aug 20, 2024Updated last year
- Python for indices historical values from investing.com☆18Mar 20, 2019Updated 7 years ago
- Simple wrapper for machine learning models in the context of lead-lag projection modelling.☆27Dec 5, 2018Updated 7 years ago
- Python library for shrinkage cleaning of large correlation matrices.☆14Mar 7, 2024Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Stochastic volatility models☆19Nov 14, 2018Updated 7 years ago
- Replication of momentum strategy☆21Jun 14, 2022Updated 3 years ago
- A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…☆20Mar 27, 2018Updated 8 years ago
- By combining GARCH(1,1) and LSTM model implementing predictions.☆59Dec 29, 2018Updated 7 years ago
- A repository for machine learning based investment strategies☆28Nov 11, 2019Updated 6 years ago
- R Package for Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes☆16Dec 6, 2022Updated 3 years ago
- ☆35Jun 13, 2024Updated 2 years ago