RFS2020年论文Emperical asset pricing via machine learning复现
☆35Feb 26, 2022Updated 4 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Machine learning methods for identifing investment factors☆20Nov 9, 2021Updated 4 years ago
- Machine learning methods for identifing investment factors☆52Apr 20, 2022Updated 4 years ago
- Empirical asset pricing via Machine Learning in the Korean market☆48Mar 1, 2024Updated 2 years ago
- Calculate U.S. equity (portfolio) characteristics☆112Aug 9, 2024Updated last year
- empirical asset pricing☆49Sep 23, 2023Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- 从沪深300指数的日行情数据构建特征，用SVM预测指数的涨跌方向☆14Oct 16, 2018Updated 7 years ago
- Empirical Data and Some Simulation Codes☆115Jun 24, 2019Updated 7 years ago
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆18Feb 16, 2024Updated 2 years ago
- 采用RNN、LSTM、BP模型对股票数据进行预测☆15Aug 31, 2021Updated 4 years ago
- Trading Strategy Development☆13Nov 19, 2019Updated 6 years ago
- 上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率、最低风险☆28Nov 29, 2018Updated 7 years ago
- Project that uses deep learning to forecast stock returns and defines the optimal allocation for a maximum☆22Apr 23, 2021Updated 5 years ago
- An algorithm that intelligently executes a crypto order over time via Coinbase☆13Oct 26, 2021Updated 4 years ago
- ☆16Feb 16, 2026Updated 4 months ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Implementation of "AlphaQCM: Alpha Discovery in Finance with Distributional Reinforcement Learning"☆117Jul 16, 2025Updated 11 months ago
- ☆41Feb 10, 2021Updated 5 years ago
- ☆13Nov 3, 2022Updated 3 years ago
- I use various Data Science and machine learning techniques to analyze customer data using STP framework. I preprocessed the data, perform…☆11Apr 26, 2020Updated 6 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆95Feb 9, 2021Updated 5 years ago
- This repository shows the application of PCA technique for risk factor modelling of financial securities.☆20Apr 29, 2020Updated 6 years ago
- The offical repo of "Teaching Time Series to See and Speak: Forecasting with Aligned Visual and Textual Perspectives"☆51Aug 7, 2025Updated 11 months ago
- This is the public repository of AAAI 2024 paper "Is a Large Language Model a Good Annotator for Event Extraction"☆10Feb 16, 2024Updated 2 years ago
- 2023 ABCI Llama-2 継続 学習プロジェクト☆14Jan 22, 2024Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆11Aug 10, 2024Updated last year
- This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in Chi…☆93Jul 1, 2021Updated 5 years ago
- 一步步理解基于pytorch实现yolo-v3过程☆12Aug 10, 2018Updated 7 years ago
- 一个利用中国股票市场日线级别数据分析的模型 ，历史数据来源tushare,sina,目前采用的模型算法是SVM,后续还会采用其他的算法来对比☆41Sep 24, 2018Updated 7 years ago
- This project combines logistic regression, gradient boosting, and LSTMs to predict next-month returns.☆13Sep 25, 2019Updated 6 years ago
- ☆10Sep 30, 2020Updated 5 years ago
- 每周分享系列记录☆22Feb 21, 2026Updated 4 months ago
- ☆31Apr 23, 2025Updated last year
- An Affordable LLM Pre-training Benchmark via Accurate Loss Prediction across Scales☆16Jun 6, 2024Updated 2 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- Tactical Asset Allocation Advisor using Deep Learning☆19Nov 16, 2019Updated 6 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆150Jul 17, 2021Updated 4 years ago
- GuGu是适用于量化工程及金融/投资领域数据分析的开源项目，通过对互联网上的公开数据进行采集、清洗和存储，完成了对股票/债券/基金等金融数据的统一调用和分析。其优点是速度快、可定制及高度的可复用性。您不仅可以将其作为单独的数据接口使用，还可以将其集成在您的项目中作为数据获取…☆52Feb 11, 2019Updated 7 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆50Apr 21, 2020Updated 6 years ago
- Options Dynamic Delta Hedge Simulation☆17Sep 23, 2020Updated 5 years ago
- 基于QFactor模型的A股实证研究☆20Sep 4, 2019Updated 6 years ago
- An R package for weighted k-means clustering that will replace weightedKmeans☆10Apr 4, 2020Updated 6 years ago