Xinyi2016 / FInstruct
☆14Updated last year
Alternatives and similar repositories for FInstruct:
Users that are interested in FInstruct are comparing it to the libraries listed below
- ☆32Updated 3 years ago
- ☆19Updated 2 years ago
- Portfolio optimization with cvxopt☆37Updated 3 weeks ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆64Updated last year
- The earnings conference call dataset of S&P 500 companies☆136Updated 2 years ago
- ☆20Updated 2 years ago
- FinABSA is a T5-Large model trained for Aspect-Based Sentiment Analysis specifically for financial domains.☆30Updated 11 months ago
- ☆51Updated last year
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆60Updated 2 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆71Updated 2 months ago
- Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization☆81Updated last year
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 3 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆62Updated 6 months ago
- Random Forest-based "Correlation" measures☆15Updated 2 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆55Updated last year
- ☆20Updated 2 years ago
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆24Updated 2 years ago
- This Jupyter Notebook illustrates investment portfolio optimization in Modern Portfolio Theory.☆10Updated 3 years ago
- Analyze central bank announcements☆68Updated last year
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆37Updated 11 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆54Updated last year
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆107Updated last week
- US Treasuries Yield Curve Data☆23Updated 2 years ago
- Stochastic volatility models☆18Updated 6 years ago
- Earnings-Call-Dataset / MAEC-A-Multimodal-Aligned-Earnings-Conference-Call-Dataset-for-Financial-Risk-PredictionRepository for CIKM 2020 resource track paper: MAEC: A Multimodal Aligned Earnings Conference Call Dataset for Financial Risk Prediction☆87Updated last year
- Codebase for FOMC-NLP, accepted at ACL 2023 (main)☆53Updated 2 months ago
- A project about text mining on earnings call conference☆9Updated 2 years ago
- ☆41Updated 3 years ago