edgetrader / esg-scores-analysisLinks
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
Sorting:
- ☆77Updated 5 years ago
- In this project, we will compare two algorithms for stock prediction. First, we will utilize the Long Short Term Memory(LSTM) network to …☆259Updated 4 years ago
- By combining GARCH(1,1) and LSTM model implementing predictions.☆57Updated 6 years ago
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆14Updated 5 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 5 years ago
- some interest rate models such as Vasicek and dynamic Nelson-Siegel model☆17Updated 5 years ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆70Updated 4 years ago
- In this project, we implement and compare the performance of several machine learning and deep learning algorithms in predicting the US s…☆55Updated 4 years ago
- Calculate technical indicators from historical stock data Create features and targets out of the historical stock data. Prepare features …☆34Updated 6 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆28Updated 2 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…☆61Updated 3 years ago
- DCC GARCH modeling in Python☆96Updated 5 years ago
- Python code for rolling Value at Risk(VaR) of fiancial assets and some of economic time series, based on the procedure proposed by Hull &…☆13Updated 3 years ago
- ARIMA & GARCH models for stock price prediction☆19Updated 5 years ago
- The Value at Risk (VaR) calculation, Python version☆11Updated 5 years ago
- Please refer to attached full report. Introduction ESG is abbreviate of the environment, social responsibility, and corporate governanc…☆20Updated 7 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
- Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory☆310Updated 2 years ago
- Stanford Project: Artificial Intelligence is changing virtually every aspect of our lives. Today’s algorithms accomplish tasks that until…☆278Updated 2 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆63Updated last year
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 7 years ago
- Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation☆22Updated 7 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 8 years ago
- ☆153Updated 2 years ago
- Campisi纯债型基金业绩归因模型程序,适用于中国市场,需要有Wind的API接口权限☆41Updated 2 years ago
- This project seeks to utilize Deep Learning models, Long-Short Term Memory (LSTM) Neural Networks to predict stock prices.☆85Updated 4 years ago
- Neural Networks to predict stock price☆42Updated 5 years ago
- The NLP News Sentiment Factor Trading Strategy for a Portfolio of S&P 500 Stocks☆12Updated 5 years ago
- Tracking S&P 500 index with deep learning model☆13Updated 2 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago