PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics
☆52May 19, 2020Updated 6 years ago
Alternatives and similar repositories for Asset-Pricing-Model
Users that are interested in Asset-Pricing-Model 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)☆149Aug 17, 2025Updated last year
- ☆15Mar 22, 2022Updated 4 years ago
- Reproduce AAAI22-FactorVAE☆68Sep 18, 2023Updated 2 years ago
- This is a tensorflow-keras implementation of our paper "Attention Based Dynamic Graph Learning Framework for Asset Pricing"☆14Dec 13, 2021Updated 4 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆16Jun 22, 2022Updated 4 years ago
- 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.
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆18Jun 2, 2024Updated 2 years ago
- ☆24Aug 19, 2017Updated 9 years ago
- Implementation of (Re-)Imag(in)ing Price Trends☆90Jul 14, 2022Updated 4 years ago
- ☆17Oct 25, 2023Updated 2 years ago
- ☆41Feb 10, 2021Updated 5 years ago
- Python Implementation of the Paper "Attention based dynamic graph neural network for asset pricing" -Published in Global Finance Journal☆14Oct 11, 2023Updated 2 years ago
- Instrumented Principal Components Analysis☆266Aug 15, 2022Updated 4 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆50Apr 21, 2020Updated 6 years ago
- Volatility models for stock prices using deep learning and mixture models.☆15Aug 20, 2022Updated 4 years 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.
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- It is a project that conducts a study on predicting the cross section of Chinese stock market returns with a large panel of 75 individual…☆33Jun 19, 2021Updated 5 years ago
- C++ implementation of rBergomi model☆27Jul 4, 2018Updated 8 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- Replication and extension of the study by Fama and French (1993) for three-factor asset pricing model☆14Oct 5, 2017Updated 8 years ago
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Jul 15, 2020Updated 6 years ago
- Deep Dynamic Factor Models☆27Jul 1, 2026Updated 2 months ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆48Jan 13, 2021Updated 5 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Some implementations from the paper robust risk aware reinforcement learning☆38Dec 15, 2021Updated 4 years ago
- Implementation of panel data regression (first differences, fixed effects) in python (numpy, pandas)☆13May 12, 2016Updated 10 years ago
- Code for Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading at WWW 2021☆20Jul 11, 2021Updated 5 years ago
- Machine learning methods for identifing investment factors☆54Apr 20, 2022Updated 4 years ago
- Difference-in-Differences analysis of survey data to estimate causal effects☆10Feb 27, 2019Updated 7 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆153Jul 17, 2021Updated 5 years ago
- ☆16Sep 5, 2020Updated 5 years ago
- For code and snippets for STA 2536: Data Science for Risk Modeling☆14Nov 21, 2021Updated 4 years ago
- ☆15Mar 14, 2023Updated 3 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.☆23Apr 11, 2020Updated 6 years ago
- Python implementation for regime-dependent portfolio optimization☆17Oct 14, 2023Updated 2 years ago
- Linear regression modelling of the Ames housing dataset, with the goal of predicting the house sale price, as published in Towards Data S…☆10Oct 30, 2025Updated 10 months ago
- List of quantitative programming problems and solutions (most of them are from the algorithms section of Quant Job Q&A by Mark Joshi and …☆22Mar 28, 2024Updated 2 years ago
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆29Jul 16, 2023Updated 3 years ago
- ☆34Dec 10, 2021Updated 4 years ago
- Dynamic time series clustering via volatility change-points☆16Jun 27, 2019Updated 7 years ago