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:
- Calculate U.S. equity (portfolio) characteristics☆104Updated last year
- Equity return and characteristics of China A-Share market☆25Updated last year
- empirical asset pricing☆49Updated 2 years ago
- RFS2020年论文Emperical asset pricing via machine learning复现☆32Updated 3 years ago
- BSc Thesis on the Garch-Midas model☆29Updated 3 years ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆135Updated 3 months ago
- Machine learning methods for identifing investment factors☆37Updated 3 years ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆347Updated 9 months ago
- FamaFrench(1992)论文复现;FamaFrench三因子模型；python☆41Updated 4 years ago
- Empirical Data and Some Simulation Codes☆105Updated 6 years ago
- ☆60Updated 2 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆68Updated 2 months ago
- Implementation of (Re-)Imag(in)ing Price Trends☆84Updated 3 years ago
- ☆78Updated 2 years ago
- Instrumented Principal Components Analysis☆244Updated 3 years ago
- 武汉大学金融科技研讨班☆357Updated this week
- Machine Learning-Driven Quantamental Investing☆140Updated 5 years ago
- 因子回测框架☆138Updated 2 years ago
- some interest rate models such as Vasicek and dynamic Nelson-Siegel model☆17Updated 5 years ago
- convertible bond pricing project based on Monte Carlo simulation☆15Updated 2 years ago
- ☆31Updated last year
- Empirical asset pricing via Machine Learning in the Korean market☆45Updated last year
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆143Updated 4 years ago
- Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限☆42Updated 2 years ago
- The code implements FamaMacbeth regression as in Fama & MacBeth (1973)☆21Updated 6 years ago
- Volatility Spillovers based on Diebold and Yilmaz 2012☆18Updated 3 years ago
- Implemented some mathematical processings used in the Barra risk model☆33Updated 2 years ago
- A bot for collecting Earnings Announcement Transcripts from SeekingAlpha.com☆32Updated 3 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆39Updated 3 years ago
- Barra CNE6 因子构建☆338Updated 5 years ago