ZhuZhouFan / CQVAE
This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoencoder".
☆16Updated 9 months ago
Alternatives and similar repositories for CQVAE:
Users that are interested in CQVAE are comparing it to the libraries listed below
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆77Updated 8 months ago
- Implementation of (Re-)Imag(in)ing Price Trends☆62Updated 2 years ago
- Reproduce AAAI22-FactorVAE☆58Updated last year
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆38Updated 4 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated last week
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆53Updated 7 months ago
- Equity return and characteristics of China A-Share market☆14Updated last year
- PyTorch implementation of FactorVAE☆61Updated 3 months ago
- ☆69Updated 2 years ago
- Machine learning methods for identifing investment factors☆16Updated 3 years ago
- empirical asset pricing☆45Updated last year
- Backtest Framework designed by YuminQuant&Yumin.☆16Updated 6 months ago
- ☆28Updated 4 years ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆31Updated 2 years ago
- Empirical asset pricing via Machine Learning in the Korean market☆35Updated last year
- DCC GARCH modeling in Python☆90Updated 5 years ago
- ☆48Updated 2 years ago
- The Implementation of paper (RE)IMAGE(IN)ING PRICE TRENDS by PyTorch☆17Updated 3 years ago
- ☆28Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated 2 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆68Updated 8 months ago
- ☆17Updated 2 years ago
- Machine learning methods for identifing investment factors☆18Updated 2 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆76Updated 8 months ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- An end-to-end stock factors mining neural network framework.☆28Updated last year
- MATCC: A Novel Approach for Robust Stock Price Prediction Incorporating Market Trends and Cross_time Correlations☆35Updated 4 months ago
- Unofficial PyTorch implementation of FactorVAE☆18Updated last year