RFS2020年论文Emperical asset pricing via machine learning复现
☆34Feb 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☆19Nov 9, 2021Updated 4 years ago
- A repository for machine learning based investment strategies☆28Nov 11, 2019Updated 6 years ago
- Machine learning methods for identifing investment factors☆47Apr 20, 2022Updated 4 years ago
- Empirical asset pricing via Machine Learning in the Korean market☆48Mar 1, 2024Updated 2 years ago
- empirical asset pricing☆49Sep 23, 2023Updated 2 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- 中国波动率指数IVIX（CBOE volatility index）☆28May 25, 2021Updated 4 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
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆18Feb 16, 2024Updated 2 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
- Reinforcement Learning,NLP,VAE,CNN,Stock,Economic,Review,Quant☆19Feb 14, 2020Updated 6 years ago
- Python package to process videos as in Hu and Ma (2024)☆21Sep 29, 2024Updated last year
- An algorithm that intelligently executes a crypto order over time via Coinbase☆13Oct 26, 2021Updated 4 years ago
- ☆16Feb 16, 2026Updated 2 months 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.
- Implementation of "AlphaQCM: Alpha Discovery in Finance with Distributional Reinforcement Learning"☆109Jul 16, 2025Updated 9 months ago
- Multi-modal meta-learning for time series regression☆26Jun 3, 2024Updated last year
- ☆41Feb 10, 2021Updated 5 years ago
- ☆74Oct 29, 2020Updated 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…☆12Apr 26, 2020Updated 6 years ago
- This repository shows the application of PCA technique for risk factor modelling of financial securities.☆20Apr 29, 2020Updated 6 years ago
- ☆17Jan 24, 2024Updated 2 years ago
- Causal Inference for Time Series Data (with CausalML Demo)☆14Jun 11, 2023Updated 2 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- ☆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
- https://arxiv.org/abs/1805.01104☆123Dec 2, 2020Updated 5 years ago
- 2023 ABCI Llama-2 継続学習プロジェクト☆14Jan 22, 2024Updated 2 years ago
- This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in Chi…☆92Jul 1, 2021Updated 4 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☆40Sep 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 2 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Deep learning for options pricing.☆47Dec 13, 2019Updated 6 years ago
- MCP server to run MATLAB code from LLM via the Matlab Engine API.☆19Jul 12, 2025Updated 9 months ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆46Apr 20, 2023Updated 3 years ago
- An Affordable LLM Pre-training Benchmark via Accurate Loss Prediction across Scales☆16Jun 6, 2024Updated last year
- 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
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Apr 21, 2020Updated 6 years ago