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)☆80Updated 8 months ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆40Updated 4 years ago
- Implementation of (Re-)Imag(in)ing Price Trends☆63Updated 2 years ago
- Reproduce AAAI22-FactorVAE☆59Updated last year
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆28Updated last month
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆56Updated 7 months ago
- PyTorch implementation of FactorVAE☆62Updated 4 months ago
- ☆70Updated 2 years ago
- DCC GARCH modeling in Python☆90Updated 5 years ago
- Machine learning methods for identifing investment factors☆16Updated 3 years ago
- ☆28Updated 4 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆17Updated 7 months ago
- Multivariate DCC-GARCH model☆15Updated 6 years ago
- An end-to-end stock factors mining neural network framework.☆29Updated last year
- Equity return and characteristics of China A-Share market☆14Updated last year
- 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
- BSc Thesis on the Garch-Midas model☆26Updated 3 years ago
- empirical asset pricing☆45Updated last year
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆23Updated 3 years ago
- ☆48Updated 2 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated 2 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆35Updated 2 years ago
- convertible bond pricing project based on Monte Carlo simulation☆11Updated last year
- ☆17Updated 2 years ago
- Imputing missing stock anomalies data with EM implementation☆11Updated last year
- The Implementation of paper (RE)IMAGE(IN)ING PRICE TRENDS by PyTorch☆19Updated 3 years ago
- ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.☆29Updated 4 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆13Updated last month
- Machine learning methods for identifing investment factors☆19Updated 2 years ago
- Calculate U.S. equity (portfolio) characteristics☆86Updated 7 months ago