LouisChen1992 / Deep_Learning_Asset_PricingLinks
☆41Updated 4 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
Sorting:
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆147Updated 4 years ago
- ☆79Updated 3 years ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆52Updated 5 years ago
- Instrumented Principal Components Analysis☆248Updated 3 years ago
- Calculate U.S. equity (portfolio) characteristics☆107Updated last year
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆139Updated 5 months ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆69Updated 4 months ago
- DCC GARCH modeling in Python☆102Updated 6 years ago
- Empirical asset pricing via Machine Learning in the Korean market☆46Updated last year
- Implementation of (Re-)Imag(in)ing Price Trends☆84Updated 3 years ago
- Replication of https://ssrn.com/abstract=3984925☆54Updated last year
- empirical asset pricing☆49Updated 2 years ago
- Machine Learning in Asset Pricing: Time-Series and Cross-Sectional Forecasting of Excess Equity Returns☆14Updated 2 years ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆352Updated 3 weeks ago
- Python Package: Fitting and Forecasting the yield curve☆38Updated 4 years ago
- Deep Learning Statistical Arbitrage☆254Updated 3 years ago
- Machine learning methods for identifing investment factors☆40Updated 3 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆126Updated 5 years ago
- some interest rate models such as Vasicek and dynamic Nelson-Siegel model☆17Updated 5 years ago
- Empirical Data and Some Simulation Codes☆109Updated 6 years ago
- Implementation of 5-factor Fama French Model☆138Updated 4 years ago
- This repository hosts my reading notes for academic papers.☆97Updated 4 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆55Updated 6 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆94Updated 4 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Updated 5 years ago
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆40Updated last month
- ☆73Updated 5 years ago
- Implemented some mathematical processings used in the Barra risk model☆37Updated 2 years ago
- ☆165Updated 2 years ago
- three stochastic volatility model: Heston, SABR, SVI☆93Updated 6 years ago