YangShuiShui / Article-Reproduce-Emperical-Asset-Pricing-via-Machine-Learning-RFS2020Links
RFS2020年论文Emperical asset pricing via machine learning复现
☆28Updated 3 years ago
Alternatives and similar repositories for Article-Reproduce-Emperical-Asset-Pricing-via-Machine-Learning-RFS2020
Users that are interested in Article-Reproduce-Emperical-Asset-Pricing-via-Machine-Learning-RFS2020 are comparing it to the libraries listed below
Sorting:
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆128Updated 2 months ago
- ☆60Updated 2 years ago
- 因子回测框架☆134Updated 2 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆65Updated last month
- 一个基于中国市场的Fama-French五因子实证研究☆38Updated 3 years ago
- Barra CNE6 因子构建☆324Updated 5 years ago
- empirical asset pricing☆47Updated 2 years ago
- ☆30Updated last year
- FamaFrench(1992)论文复现;FamaFrench三因子模型;python☆41Updated 4 years ago
- 武汉大学金融科技研讨班☆351Updated this week
- Implementation of (Re-)Imag(in)ing Price Trends☆80Updated 3 years ago
- convertible bond pricing project based on Monte Carlo simulation☆14Updated 2 years ago
- This module contains the core code for the missing data imputation proposed in the the paper "Missing Financial Data". It is intended for…☆12Updated last year
- Machine Learning-Driven Quantamental Investing☆139Updated 5 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
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆290Updated last year
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。☆136Updated last year
- ☆184Updated 2 years ago
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆62Updated last year
- 本项目为深度学习在多因子量化选股中的一种实践☆110Updated 6 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆197Updated 2 years ago
- Machine learning methods for identifing investment factors☆32Updated 3 years ago
- 计算Barra因子及其收益率☆12Updated 3 years ago
- Barra Multifactor Model☆149Updated 5 years ago
- Equity return and characteristics of China A-Share market☆22Updated last year
- 分享量化投资相关的论文,代码和代码复现。☆83Updated 2 years ago
- Stock factor mining with CNN and GRU.☆66Updated 2 years ago
- ☆36Updated 4 years ago
- 华泰金工研究报告☆212Updated 2 years ago
- Implemented some mathematical processings used in the Barra risk model☆30Updated 2 years ago