LouisChen1992 / Deep_Learning_in_Asset_PricingLinks
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
☆134Updated 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:
- ☆71Updated 2 years ago
- Instrumented Principal Components Analysis☆231Updated 2 years ago
- Calculate U.S. equity (portfolio) characteristics☆93Updated 11 months ago
- ☆33Updated 4 years ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆44Updated 5 years ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆96Updated last year
- Replication of https://ssrn.com/abstract=3984925☆43Updated last year
- Python Package: Fitting and Forecasting the yield curve☆37Updated 4 years ago
- DCC GARCH modeling in Python☆96Updated 5 years ago
- Empirical Data and Some Simulation Codes☆103Updated 6 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆50Updated 6 years ago
- https://arxiv.org/abs/1805.01104☆114Updated 4 years ago
- Empirical asset pricing via Machine Learning in the Korean market☆39Updated last year
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆323Updated 5 months ago
- Implementation of (Re-)Imag(in)ing Price Trends☆73Updated 3 years ago
- We implement the paper: Deep Learning Volatility☆192Updated 5 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆161Updated 4 years ago
- The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic…☆55Updated 2 months ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- Implementation of 5-factor Fama French Model☆129Updated 4 years ago
- This repository hosts my reading notes for academic papers.☆88Updated 4 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆89Updated 4 years ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆87Updated 4 months ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Updated 5 years ago
- ☆74Updated 4 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆82Updated 6 months ago
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆39Updated 3 weeks ago
- European and Forward-start option pricing and implied volatility in the Heston and rough Heston model☆20Updated 5 years ago
- Machine learning methods for identifing investment factors☆24Updated 3 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year