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:
- ☆15Mar 22, 2022Updated 4 years ago
- Reproduce AAAI22-FactorVAE☆69Sep 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
- ☆17Oct 25, 2023Updated 2 years ago
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆17Jun 2, 2024Updated 2 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Implementation of (Re-)Imag(in)ing Price Trends☆88Jul 14, 2022Updated 3 years ago
- ☆24Aug 19, 2017Updated 8 years ago
- Instrumented Principal Components Analysis☆264Aug 15, 2022Updated 3 years ago
- Python implementation for regime-dependent portfolio optimization☆15Oct 14, 2023Updated 2 years ago
- Deep Dynamic Factor Models☆27May 21, 2026Updated 3 weeks ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆50Apr 21, 2020Updated 6 years ago
- 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…☆34Jun 19, 2021Updated 4 years ago
- Stata client for DB.nomics, the world's economic database☆10Jun 30, 2020Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- 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
- 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 5 years 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 …☆20Mar 28, 2024Updated 2 years ago
- Volatility models for stock prices using deep learning and mixture models.☆16Aug 20, 2022Updated 3 years 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…☆47Jan 13, 2021Updated 5 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆36Dec 15, 2021Updated 4 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.
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆150Jul 17, 2021Updated 4 years ago
- For code and snippets for STA 2536: Data Science for Risk Modeling☆14Nov 21, 2021Updated 4 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆17Sep 25, 2021Updated 4 years ago
- Machine Learning in Asset Management☆20Jul 18, 2019Updated 6 years ago
- Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.☆22Apr 11, 2020Updated 6 years ago
- Dynamic time series clustering via volatility change-points☆16Jun 27, 2019Updated 6 years ago
- Replication of https://ssrn.com/abstract=3984925☆55Mar 27, 2024Updated 2 years ago
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆29Jul 16, 2023Updated 2 years ago
- ☆12Mar 15, 2023Updated 3 years ago
- 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.
- ☆34Dec 10, 2021Updated 4 years ago
- Difference-in-Differences analysis of survey data to estimate causal effects☆10Feb 27, 2019Updated 7 years ago
- Code for Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading at WWW 2021☆20Jul 11, 2021Updated 4 years ago
- ☆17Sep 5, 2020Updated 5 years ago
- ☆82Dec 22, 2022Updated 3 years ago
- ☆17Mar 8, 2023Updated 3 years ago
- Several SAS Utilities, some mine, some others☆31Oct 7, 2010Updated 15 years ago