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

• LouisChen1992 / Deep_Learning_in_Asset_Pricing
  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
  ☆140Updated 4 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆77Updated 2 years ago
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆243Updated 3 years ago
• dkyol / Asset-Pricing-Model
  PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics
  ☆50Updated 5 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆100Updated last year
• RichardS0268 / Autoencoder-Asset-Pricing-Models
  Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
  ☆133Updated 2 months ago
• lich99 / Stock_CNN
  Implementation of (Re-)Imag(in)ing Price Trends
  ☆80Updated 3 years ago
• whyecofiliter / EAP
  empirical asset pricing
  ☆48Updated 2 years ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆65Updated last month
• bkelly-lab / ReplicationCrisis
  Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
  ☆338Updated 8 months ago
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆50Updated last year
• tmro98 / machine-learning-in-asset-pricing
  Machine Learning in Asset Pricing: Time-Series and Cross-Sectional Forecasting of Excess Equity Returns
  ☆14Updated 2 years ago
• Topaceminem / DCC-GARCH
  DCC GARCH modeling in Python
  ☆98Updated 5 years ago
• leeway00 / Asset-Pricing-via-ML
  Empirical asset pricing via Machine Learning in the Korean market
  ☆45Updated last year
• gregzanotti / dlsa-public
  Deep Learning Statistical Arbitrage
  ☆246Updated 3 years ago
• shilewenuw / deep-learning-portfolio-optimization
  ☆73Updated 5 years ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆105Updated 6 years ago
• Quantactix / ChinaAShareEquityCharacteristics
  Equity return and characteristics of China A-Share market
  ☆22Updated last year
• UePG-21 / Barra-risk-model
  Implemented some mathematical processings used in the Barra risk model
  ☆31Updated 2 years ago
• kristina969 / Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market
  Machine learning methods for identifing investment factors
  ☆33Updated 3 years ago
• zhanghaitao1 / awesome-quant-papers
  This repository hosts my reading notes for academic papers.
  ☆89Updated 4 years ago
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆125Updated 5 years ago
• Leefinance / Quantitative-finance-papers-using-deep-learning
  ☆157Updated 2 years ago
• ytliu74 / FactorVAE
  Reproduce AAAI22-FactorVAE
  ☆67Updated 2 years ago
• amuguruza / NN-StochVol-Calibrations
  We implement the paper: Deep Learning Volatility
  ☆198Updated 5 years ago
• KarlNaumann / GarchMidas
  BSc Thesis on the Garch-Midas model
  ☆28Updated 3 years ago
• RicardDurall / Benchmarking-Strategies-for-Asset-Allocation
  ☆26Updated 3 years ago
• stakahashy / fingan
  The implementation of "modeling financial time-series with generative adversarial networks"
  ☆63Updated 2 years ago
• srivastavaprashant / mgarch
  DCC-GARCH(1,1) for multivariate normal distribution.
  ☆61Updated 2 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆92Updated 4 years ago