Stanford-Advanced-Fintech-Lab / missing_data_coreLinks
This module contains the core code for the missing data imputation proposed in the the paper "Missing Financial Data". It is intended for external distribution.
☆12Updated last year
Alternatives and similar repositories for missing_data_core
Users that are interested in missing_data_core are comparing it to the libraries listed below
Sorting:
- empirical asset pricing☆48Updated 2 years ago
- Calculate U.S. equity (portfolio) characteristics☆102Updated last year
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆342Updated 8 months ago
- Equity return and characteristics of China A-Share market☆23Updated last year
- RFS2020年论文Emperical asset pricing via machine learning复现☆30Updated 3 years ago
- Machine learning methods for identifing investment factors☆35Updated 3 years ago
- ☆30Updated last year
- Instrumented Principal Components Analysis☆243Updated 3 years ago
- 因子回测框架☆135Updated 2 years ago
- Implementation of (Re-)Imag(in)ing Price Trends☆80Updated 3 years ago
- ☆77Updated 2 years ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆134Updated 3 months ago
- Empirical Data and Some Simulation Codes☆105Updated 6 years ago
- convertible bond pricing project based on Monte Carlo simulation☆15Updated 2 years ago
- BSc Thesis on the Garch-Midas model☆28Updated 3 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆65Updated 2 months ago
- ☆36Updated 4 years ago
- some interest rate models such as Vasicek and dynamic Nelson-Siegel model☆17Updated 5 years ago