R package for Panel Tree method and replication file for the paper "Growing the Efficient Frontier on Panel Trees", forthcoming in the Journal of Financial Economics.
☆19Mar 13, 2025Updated last year
Alternatives and similar repositories for PTree
Users that are interested in PTree are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Fama French Industry Classification☆15Aug 12, 2025Updated last year
- ☆19Jan 7, 2025Updated last year
- Python package with helper functions for developers and researchers familiar with Tidy Finance☆18Aug 6, 2026Updated 3 weeks ago
- Calculate U.S. equity (portfolio) characteristics☆114Aug 9, 2024Updated 2 years ago
- Data Science Project: Replication of "Forest Through the Trees: Building Cross-Sections of Stock Returns" - creation of assets to test va…☆28Jul 30, 2023Updated 3 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Python Implementation of the Paper "Attention based dynamic graph neural network for asset pricing" -Published in Global Finance Journal☆14Oct 11, 2023Updated 2 years ago
- ☆71Feb 7, 2025Updated last year
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- US equity (portfolio) characteristics, the main file is in SAS.☆21Dec 21, 2023Updated 2 years ago
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated 2 years ago
- Penalized Poisson Pseudo Maximum Likelihood☆14Feb 10, 2025Updated last year
- Enhanced Portfolio Optimization (EPO)☆18Aug 14, 2026Updated 2 weeks ago
- ☆24Aug 12, 2019Updated 7 years ago
- Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.☆10Jan 15, 2018Updated 8 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- The code of PEN: Prediction-Explanation Network to Forecast Stock Price Movement with Better Explainability☆29Apr 3, 2023Updated 3 years ago
- A package for uncovering comovements and clusters of financial time series with transfer entropy.☆10Mar 10, 2019Updated 7 years ago
- This is a generic LaTeX template for dissertations (layout according to Imperial College London).☆15Jul 8, 2019Updated 7 years ago
- Efficient stochastic gradient descent algorithms for the estimation of generalized matrix factorization models in R.☆13Dec 15, 2025Updated 8 months ago
- A python package for decision-making algorithms☆11Jul 8, 2025Updated last year
- Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations☆10Apr 18, 2022Updated 4 years ago
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆13Jan 2, 2023Updated 3 years ago
- Exploratory notebook . Techniques used: FFT, ARIMA, GARCH, Monte Carlo Simulations, fbprophet, LSTM, WaveNet.☆12Jul 11, 2022Updated 4 years ago
- 全民瘋AI系列 [探索可解釋人工智慧]☆17Nov 23, 2025Updated 9 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Accepted at WWW 25 Industrial Track (oral)☆18Jun 6, 2025Updated last year
- slides and codes for learning R4DS☆18Sep 27, 2020Updated 5 years ago
- Vector wavelet coherence for multiple time series☆14Jan 8, 2021Updated 5 years ago
- ☆16Aug 19, 2019Updated 7 years ago
- Adaptive Sparse Attention and Robust Learning for Multimodal Dynamic Time Series☆19Mar 23, 2026Updated 5 months ago
- Codes to replicate analysis in Baker & Gelbach (2020)☆11Apr 25, 2020Updated 6 years ago
- Stata module providing various Mata functions☆15Jan 11, 2026Updated 7 months ago
- Exploring economic and market regime forecasting using machine learning techniques and the CRISP-DM framework.☆16Aug 24, 2023Updated 3 years ago
- Heterogeneous Autoregressive model of Realized Volatility (HAR-RV), introduced by F Corsi (2009).☆11Sep 18, 2020Updated 5 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Quantile-based Spectral Analysis of Time Series☆13Jul 10, 2024Updated 2 years ago
- ☆10Apr 5, 2022Updated 4 years ago
- TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…☆11Jul 18, 2022Updated 4 years ago
- Official implementations of "Frequency-masked Embedding Inference: A Non-Contrastive Approach for Time Series Representation Learning (AA…☆22Apr 10, 2026Updated 4 months ago
- The official repository for paper Evaluating Financial Relational Graphs: Interpretation Before Prediction☆20Jan 2, 2026Updated 7 months ago
- Financial Prior-Data Fitted Network (regression)☆23Jul 1, 2026Updated last month
- 使用Decoder-only的Transformer进行时序预测,包含SwiGLU和RoPE(Rotary Positional Embedding),Time series prediction using Decoder-only Transformer, Includ…☆16Jan 25, 2024Updated 2 years ago