This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoencoder".
☆17Jun 2, 2024Updated last year
Alternatives and similar repositories for CQVAE
Users that are interested in CQVAE are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆147Aug 17, 2025Updated 8 months ago
- ☆11Sep 6, 2023Updated 2 years ago
- ☆15Mar 22, 2022Updated 4 years ago
- ☆14Nov 7, 2024Updated last year
- Apply Graph Neural Networks to Optimize Factor Feature Extraction of FactorVAE☆13Jan 11, 2025Updated last year
- 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.
- Official implementation of the UMDQN algorithm presented in the scientific research paper entitled "Distributional Reinforcement Learning…☆11Jun 3, 2022Updated 3 years ago
- Official implementation of "Proactive Model Adaptation Against Concept Drift for Online Time Series Forecasting" (KDD'25), a novel online…☆58Dec 25, 2025Updated 4 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆34Feb 28, 2025Updated last year
- ☆18May 1, 2026Updated last week
- [CIKM'24] Self-Supervision Improves Diffusion Models for Tabular Data Imputation☆17Sep 20, 2024Updated last year
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆70Sep 19, 2025Updated 7 months 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☆41Oct 4, 2022Updated 3 years ago
- SigFormer: Signature Transformer for Deep Hedging (ICAIF 2023)☆19Oct 23, 2023Updated 2 years ago
- Official implement for "PGN: The RNN’s New Successor is Effective for Long-Range Time Series Forecasting"(NeurIPS 2024) in PyTorch.☆100Dec 29, 2024Updated last year
- 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.
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆52May 19, 2020Updated 5 years ago
- Blaze☆17Jun 19, 2021Updated 4 years ago
- ☆25Jan 1, 2025Updated last year
- This is a read-only mirror of the CRAN R package repository. splm — Econometric Models for Spatial Panel Data☆10Dec 21, 2023Updated 2 years ago
- R Package for Bootstrap Unit Root Tests☆10May 5, 2025Updated last year
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Nov 8, 2020Updated 5 years ago
- Calculate U.S. equity (portfolio) characteristics☆109Aug 9, 2024Updated last year
- Repository hosing the carbon policy shocks identified in Känzig (2023)☆15Mar 7, 2026Updated 2 months ago
- 长江雨课堂刷视频脚本☆17Apr 23, 2025Updated last year
- 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.
- ☆15Jun 17, 2021Updated 4 years ago
- Machine learning model to predict NSE stocks for a year☆20Jan 14, 2019Updated 7 years ago
- Ask anything to PDFs.☆12Apr 20, 2023Updated 3 years ago
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 7 years ago
- A Pytorch implementation of paper "Temporal Relational Ranking for Stock Prediction"☆46Apr 13, 2022Updated 4 years ago
- [ICML 2025 Spotlight] K²VAE: A Koopman-Kalman Enhanced Variational AutoEncoder for Probabilistic Time Series Forecasting☆50Jul 31, 2025Updated 9 months ago
- Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".☆359Mar 19, 2024Updated 2 years ago
- 利用Wind API更新周频与月频因子☆12Sep 3, 2019Updated 6 years ago
- Repository containing vintages of oil supply news shock data☆12Mar 24, 2026Updated last month
- 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.
- We investigate the connectedness of GDP growth risk over 12 OECD member countries. Understanding the Growth-at-Risk of GDP has been a pop…☆10Jun 8, 2020Updated 5 years ago
- Just another backtester☆22Aug 27, 2025Updated 8 months ago
- ☆13Apr 16, 2021Updated 5 years ago
- 使用遗传规划解决带噪声数据的符号回归问题☆16Jun 18, 2019Updated 6 years ago
- Contrastive Multi-granularity Learning for Stock Trend Prediction☆24May 27, 2021Updated 4 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆15Dec 15, 2019Updated 6 years ago
- An Empirical Study of Optimal Combination of Algorithms for Prediction-Based Portfolio Optimization Model using Machine Learning over Co…☆11Jun 15, 2022Updated 3 years ago