Alternatives and similar repositories for Asset-Pricing-Model

Users that are interested in Asset-Pricing-Model are comparing it to the libraries listed below

• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆78Updated 3 years ago
• Topaceminem / DCC-GARCH
  DCC GARCH modeling in Python
  ☆101Updated 5 years ago
• lich99 / Stock_CNN
  Implementation of (Re-)Imag(in)ing Price Trends
  ☆84Updated 3 years ago
• LouisChen1992 / Deep_Learning_in_Asset_Pricing
  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
  ☆144Updated 4 years ago
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆53Updated last year
• LouisChen1992 / Deep_Learning_Asset_Pricing
  ☆41Updated 4 years ago
• srivastavaprashant / mgarch
  DCC-GARCH(1,1) for multivariate normal distribution.
  ☆62Updated 2 years ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆69Updated 3 months ago
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆38Updated 4 years ago
• leeway00 / Asset-Pricing-via-ML
  Empirical asset pricing via Machine Learning in the Korean market
  ☆46Updated last year
• yolsever / ML-in-equity-prediction
  My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
  ☆50Updated 5 years ago
• ZhuZhouFan / CQVAE
  This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…
  ☆17Updated last year
• tmro98 / machine-learning-in-asset-pricing
  Machine Learning in Asset Pricing: Time-Series and Cross-Sectional Forecasting of Excess Equity Returns
  ☆14Updated 2 years ago
• RichardS0268 / Autoencoder-Asset-Pricing-Models
  Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
  ☆137Updated 4 months ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆107Updated last year
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆245Updated 3 years ago
• kurucan / Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market
  Machine learning methods for identifing investment factors
  ☆19Updated 4 years ago
• BayerSe / VaR-Backtesting
  Implementation of a variety of Value-at-Risk backtests
  ☆42Updated 6 years ago
• iankhr / armagarch
  ARMA-GARCH
  ☆103Updated 2 years ago
• ytliu74 / FactorVAE
  Reproduce AAAI22-FactorVAE
  ☆68Updated 2 years ago
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆126Updated 5 years ago
• stakahashy / fingan
  The implementation of "modeling financial time-series with generative adversarial networks"
  ☆65Updated 2 years ago
• Wenbo-G / NN-volatility-forecasting-review
  ☆17Updated 4 years ago
• QuantLet / MLvsGARCH
  ☆20Updated 11 months ago
• mdsunivie / HARNet
  TensorFlow implementation of the HARNet model for realized volatility forecasting.
  ☆28Updated 2 years ago
• shilewenuw / deep-learning-portfolio-optimization
  ☆73Updated 5 years ago
• EduardoRamosP / MultiTransformer
  Transformer and MultiTransformer layers for stock volatility forecasting purposes
  ☆73Updated 4 years ago
• kaaaylaaa / causality-based-trading
  ☆22Updated last year
• HoagieT / Inflation-Nowcast-Model
  A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.
  ☆16Updated 5 years ago
• HoagieT / Factor-Augmented-Vector-Autoregression
  An economic forecasting model based on Factor Augmented VAR (FAVAR). The FAVAR approach is superior than classic VAR as it incorporates a…
  ☆15Updated 5 years ago