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☆21Nov 9, 2021Updated 4 years ago
- Machine learning methods for identifing investment factors☆54Apr 20, 2022Updated 4 years ago
- A repository for machine learning based investment strategies☆28Nov 11, 2019Updated 6 years ago
- Calculate U.S. equity (portfolio) characteristics☆114Aug 9, 2024Updated 2 years ago
- Empirical asset pricing via Machine Learning in the Korean market☆48Mar 1, 2024Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- empirical asset pricing☆49Sep 23, 2023Updated 2 years ago
- 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
- Trading Strategy Development☆13Nov 19, 2019Updated 6 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
- 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
- 中国波动率指数IVIX（CBOE volatility index）☆28May 25, 2021Updated 5 years ago
- Reinforcement Learning,NLP,VAE,CNN,Stock,Economic,Review,Quant☆19Feb 14, 2020Updated 6 years ago
- The code implements FamaMacbeth regression as in Fama & MacBeth (1973)☆22Oct 29, 2019Updated 6 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆19Feb 16, 2024Updated 2 years ago
- ☆75Oct 29, 2020Updated 5 years ago
- An algorithm that intelligently executes a crypto order over time via Coinbase☆13Oct 26, 2021Updated 4 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
- ☆41Feb 10, 2021Updated 5 years ago
- Path Planning with Reinforcement Learning algorithms in an unknown environment☆21Jan 29, 2026Updated 6 months ago
- This repository shows the application of PCA technique for risk factor modelling of financial securities.☆20Apr 29, 2020Updated 6 years ago
- ☆12Dec 13, 2023Updated 2 years 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
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in Chi…☆92Jul 1, 2021Updated 5 years ago
- ☆11Aug 10, 2024Updated 2 years ago
- https://arxiv.org/abs/1805.01104☆124Dec 2, 2020Updated 5 years ago
- 一步步理解基于pytorch实现yolo-v3过程☆12Aug 10, 2018Updated 8 years ago
- This project combines logistic regression, gradient boosting, and LSTMs to predict next-month returns.☆13Sep 25, 2019Updated 6 years ago
- scrape, clean and model IPO data with supervised ML☆10Aug 20, 2020Updated 5 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆50Apr 21, 2020Updated 6 years ago
- Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and…☆23Jul 11, 2026Updated last month
- Options Dynamic Delta Hedge Simulation☆17Sep 23, 2020Updated 5 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- An R package for weighted k-means clustering that will replace weightedKmeans☆10Apr 4, 2020Updated 6 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆46Apr 20, 2023Updated 3 years ago
- ☆61Oct 20, 2025Updated 9 months ago
- It is an implementation of research paper with title 'Multimodal deep networks for text and image-based document classification'☆13Jul 31, 2021Updated 5 years ago
- An Affordable LLM Pre-training Benchmark via Accurate Loss Prediction across Scales☆16Jun 6, 2024Updated 2 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆152Jul 17, 2021Updated 5 years ago
- Tactical Asset Allocation Advisor using Deep Learning☆19Nov 16, 2019Updated 6 years ago