Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
☆149Aug 17, 2025Updated 11 months ago
Alternatives and similar repositories for Autoencoder-Asset-Pricing-Models
Users that are interested in Autoencoder-Asset-Pricing-Models are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆52May 19, 2020Updated 6 years ago
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆18Jun 2, 2024Updated 2 years ago
- ☆15Mar 22, 2022Updated 4 years ago
- Instrumented Principal Components Analysis☆266Aug 15, 2022Updated 3 years ago
- Replication of https://ssrn.com/abstract=3984925☆57Mar 27, 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.
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆69Sep 19, 2025Updated 10 months ago
- Machine learning methods for identifing investment factors☆52Apr 20, 2022Updated 4 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 2 years ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆378May 29, 2026Updated last month
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated 2 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆151Jul 17, 2021Updated 5 years ago
- PyTorch implementation of FactorVAE☆102Nov 21, 2024Updated last year
- Calculate U.S. equity (portfolio) characteristics☆113Aug 9, 2024Updated last year
- Reproduce AAAI22-FactorVAE☆69Sep 18, 2023Updated 2 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.
- Retrieve data for various multi-factor asset pricing models.☆17Feb 11, 2026Updated 5 months ago
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- Code release for "Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction" https://a…☆107Jul 3, 2024Updated 2 years ago
- ☆17Oct 25, 2023Updated 2 years ago
- convertible bond pricing project based on Monte Carlo simulation☆19Jul 1, 2023Updated 3 years ago
- Equity return and characteristics of China A-Share market☆33Dec 21, 2023Updated 2 years ago
- 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
- ☆58Aug 12, 2025Updated 11 months ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆38Feb 9, 2023Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Empirical asset pricing via Machine Learning in the Korean market☆48Mar 1, 2024Updated 2 years ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆42Oct 4, 2022Updated 3 years ago
- Machine learning model to predict NSE stocks for a year☆19Jan 14, 2019Updated 7 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆34Feb 28, 2025Updated last year
- Python implementation for regime-dependent portfolio optimization☆16Oct 14, 2023Updated 2 years ago
- Code and data for the paper "Empirical Asset Pricing with Large Language Model Agents".☆72Mar 1, 2026Updated 4 months ago
- Advanced Financial Econometrics - Trinity Term 2020☆29Mar 4, 2021Updated 5 years ago
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆32Mar 6, 2025Updated last year
- Financial Prior-Data Fitted Network (regression)☆23Jul 1, 2026Updated 3 weeks ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- ☆26Nov 7, 2025Updated 8 months ago
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆25May 27, 2021Updated 5 years ago
- Sentiment Analysis On Financial News Headlines With BERT & FinBERT☆12Feb 21, 2023Updated 3 years ago
- Reinforcement Learning framework to make synthetic experiments in the financial domain☆24Jul 18, 2023Updated 3 years ago
- Official implementation of Multi-relational graph diffusion neural network with parallel retention for stock trends classification. In IC…☆18May 12, 2026Updated 2 months ago
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Mar 1, 2020Updated 6 years ago
- [WWW 2026 Accepted] GFMixer: Decoupled Temporal Gradient and Fourier-Aware Attention for Time Series Forecasting☆15Jun 22, 2026Updated last month