edgetrader / esg-scores-analysis
Stock selection and portfolio performance based on ESG Scores
☆14Updated 4 years ago
Alternatives and similar repositories for esg-scores-analysis:
Users that are interested in esg-scores-analysis are comparing it to the libraries listed below
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 5 years ago
- Compilation of technical analysis tools (EMA, Bollinger bands), fundamental analysis, machine learning models (LSTM, Random forest, ARIMA…☆13Updated 3 years ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆73Updated 4 years ago
- Earnings Call Sentiment Analysis. This repository includes my work on extracting the focus area of companies from their earnings calls tr…☆15Updated 4 years ago
- An Empirical Study of Optimal Combination of Algorithms for Prediction-Based Portfolio Optimization Model using Machine Learning over Co…☆11Updated 2 years ago
- Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time ser…☆21Updated 7 years ago
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆21Updated 4 years ago
- Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation☆21Updated 6 years ago
- By combining GARCH(1,1) and LSTM model implementing predictions.☆56Updated 6 years ago
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆14Updated 4 years ago
- This project uses Python to create an optimally weighted stock portfolio by combining 7 common technical indicators, generating trading s…☆11Updated 2 years ago
- some interest rate models such as Vasicek and dynamic Nelson-Siegel model☆16Updated 4 years ago
- Calculate technical indicators from historical stock data Create features and targets out of the historical stock data. Prepare features …☆31Updated 5 years ago
- Implements different approaches to tactical and strategic asset allocation☆31Updated 3 months ago
- Machine learning methods for identifing investment factors☆16Updated 3 years ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆58Updated 4 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆26Updated last month
- The NLP News Sentiment Factor Trading Strategy for a Portfolio of S&P 500 Stocks☆12Updated 4 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆60Updated 3 years ago
- Please refer to attached full report. Introduction ESG is abbreviate of the environment, social responsibility, and corporate governanc…☆20Updated 6 years ago
- quantitative asset allocation strategy☆24Updated 2 months ago
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆21Updated 4 years ago
- Stock markets are an essential component of the economy. Their prediction naturally arouses afascination in the academic and financial w…☆21Updated 3 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆25Updated 2 years ago
- Using past price data and sentiment analysis from news and other documents to predict the S&P500 index using a LSTM RNN. Idea replicated …☆32Updated 10 months ago
- DCC GARCH modeling in Python☆90Updated 5 years ago
- ☆17Updated 8 years ago
- Tool that fetches company data, statistics, and financials for valuation and analysis, and then performs automated valuation analysis.☆22Updated 4 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆31Updated 6 years ago