A repository for machine learning based investment strategies
☆28Nov 11, 2019Updated 6 years ago
Alternatives and similar repositories for ml-research
Users that are interested in ml-research are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆50Apr 21, 2020Updated 6 years ago
- Machine learning methods for identifing investment factors☆20Nov 9, 2021Updated 4 years ago
- Machine learning methods for identifing investment factors☆51Apr 20, 2022Updated 4 years ago
- Calculate U.S. equity (portfolio) characteristics☆112Aug 9, 2024Updated last year
- US equity (portfolio) characteristics, the main file is in SAS.☆20Dec 21, 2023Updated 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.
- Empirical asset pricing via Machine Learning in the Korean market☆49Mar 1, 2024Updated 2 years ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆38Feb 9, 2023Updated 3 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆150Jul 17, 2021Updated 4 years ago
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Mar 1, 2020Updated 6 years ago
- Enhanced Portfolio Optimization (EPO)☆18Mar 5, 2024Updated 2 years ago
- ☆82Dec 22, 2022Updated 3 years ago
- Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV☆21Feb 11, 2026Updated 4 months ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆16Jun 22, 2022Updated 3 years ago
- https://arxiv.org/abs/1805.01104☆123Dec 2, 2020Updated 5 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- 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
- ☆17Sep 5, 2020Updated 5 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆18Sep 22, 2024Updated last year
- A package to sort stocks into portfolios and calculate weighted-average returns.☆19Jul 24, 2022Updated 3 years ago
- Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Myklan…☆16May 6, 2024Updated 2 years ago
- This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of eco…☆12Apr 11, 2023Updated 3 years ago
- An Empirical Study of Capital Asset Pricing Model based on Chinese A-share Trading Data.☆29May 26, 2024Updated 2 years ago
- This repository hosts my reading notes for academic papers.☆108Jul 26, 2021Updated 4 years ago
- ☆26Dec 10, 2024Updated last year
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆10Nov 27, 2025Updated 6 months ago
- This is a read-only mirror of the CRAN R package repository. splm — Econometric Models for Spatial Panel Data☆10Dec 21, 2023Updated 2 years ago
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated 2 years ago
- Decision support for the design of patient-centered research, allowing you to blend different methods an answer novel and meaningful pati…☆12Feb 3, 2023Updated 3 years ago
- Econ5150@CUHK☆20Apr 19, 2026Updated 2 months ago
- Variance-based Feature Importance in Neural Networks☆27Jun 28, 2025Updated 11 months ago
- 模型与算法，model and algorithm，开源的数学与计算机书籍☆24Dec 13, 2022Updated 3 years ago
- Python library for asset pricing☆129Mar 13, 2024Updated 2 years ago
- Beginner's Guide to building GAN from scratch with Tensorflow and Keras☆16Mar 25, 2023Updated 3 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Code for mixup contrastive learning☆23Mar 19, 2021Updated 5 years ago
- Exploring economic and market regime forecasting using machine learning techniques and the CRISP-DM framework.☆16Aug 24, 2023Updated 2 years ago
- ☆21Dec 8, 2022Updated 3 years ago
- Simulation and power analysis of panel/hierarchical data that allows for independently generating effects by cross-section (between-subje…☆18May 14, 2025Updated last year
- ☆41Feb 10, 2021Updated 5 years ago
- Estimate the frequency and severity of claims to compute prior and posterior premiums. The GLM method is used with Poisson, Negative Bin…☆10Apr 26, 2018Updated 8 years ago
- Julia codes in "High-dimensional vector autoregressive time series modeling via tensor decomposition"☆14Jul 6, 2023Updated 2 years ago