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:
- Machine learning methods for identifing investment factors☆21Nov 9, 2021Updated 4 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆50Apr 21, 2020Updated 6 years ago
- Calculate U.S. equity (portfolio) characteristics☆114Aug 9, 2024Updated 2 years ago
- US equity (portfolio) characteristics, the main file is in SAS.☆21Dec 21, 2023Updated 2 years ago
- Machine learning methods for identifing investment factors☆54Apr 20, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Empirical asset pricing via Machine Learning in the Korean market☆48Mar 1, 2024Updated 2 years ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆37Feb 9, 2023Updated 3 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆153Jul 17, 2021Updated 5 years ago
- Empirical Data and Some Simulation Codes☆115Jun 24, 2019Updated 7 years ago
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Mar 1, 2020Updated 6 years ago
- ☆82Dec 22, 2022Updated 3 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
- Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV☆22Feb 11, 2026Updated 6 months ago
- ☆16Sep 5, 2020Updated 6 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.
- ☆28Jun 23, 2026Updated 2 months ago
- https://arxiv.org/abs/1805.01104☆125Dec 2, 2020Updated 5 years ago
- A package to sort stocks into portfolios and calculate weighted-average returns.☆19Jul 24, 2022Updated 4 years ago
- This is the repo accompanying the paper: "A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bit…☆12Jul 29, 2025Updated last year
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆19Sep 22, 2024Updated last year
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆16Jun 22, 2022Updated 4 years ago
- Workspace for STATA code to combine LaTeX-formatted regression output tables from estout/esttab☆14Oct 20, 2022Updated 3 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
- ☆11Jan 7, 2021Updated 5 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- This repository hosts my reading notes for academic papers.☆113Jul 26, 2021Updated 5 years 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
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- ☆10Nov 27, 2025Updated 9 months ago
- Variance-based Feature Importance in Neural Networks☆29Jun 28, 2025Updated last year
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated 2 years ago
- Random forests for longitudinal data using stochastic semiparametric miced-model☆13May 15, 2022Updated 4 years ago
- Estimate the frequency and severity of claims to compute prior and posterior premiums. The GLM method is used with Poisson, Negative Bin…☆11Apr 26, 2018Updated 8 years ago
- Simple portfolio rebalancing in Python☆30Mar 21, 2021Updated 5 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.
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆15Apr 17, 2021Updated 5 years ago
- Seldon Core Operator for Kubernetes☆13Nov 5, 2019Updated 6 years ago
- Python library for asset pricing☆131Mar 13, 2024Updated 2 years ago
- Granger causality testing in High Dimensional Vector Autoregressive Models☆19Jul 10, 2026Updated last month
- ☆21Dec 8, 2022Updated 3 years ago
- Forecast stock prices using machine learning approach. A time series analysis. Employ the Use of Predictive Modeling in Machine Learning …☆136Sep 8, 2022Updated 3 years ago
- Exploring economic and market regime forecasting using machine learning techniques and the CRISP-DM framework.☆16Aug 24, 2023Updated 3 years ago