The code implements FamaMacbeth regression as in Fama & MacBeth (1973)
☆21Oct 29, 2019Updated 6 years ago
Alternatives and similar repositories for fintools
Users that are interested in fintools are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This repo implements a Fama-MacBeth 2-stage regression to estimate factor risk premia, make inference on the risk premia, and test whethe…☆14Jun 25, 2019Updated 6 years ago
- Replication and extension of the study by Fama and French (1993) for three-factor asset pricing model (2016)☆13Oct 5, 2017Updated 8 years ago
- Fama French 3 Factor Model☆42Feb 3, 2016Updated 10 years ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆18Aug 31, 2023Updated 2 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆40Jul 18, 2022Updated 3 years ago
- ☆15Mar 22, 2022Updated 4 years ago
- ☆13May 15, 2015Updated 10 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
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…☆16Mar 11, 2019Updated 7 years ago
- AI enhanced automation tool for financial modelling and market analysis.☆12Sep 10, 2019Updated 6 years ago
- Equity return and characteristics of China A-Share market☆30Dec 21, 2023Updated 2 years ago
- 一个使用 PaddleSpeech 和 Streamlit 开发的中文语音识别与转写工具，可以将 MP3 格式的录音文件转换为带标点的文字。☆14Apr 10, 2023Updated 2 years ago
- Implement different variants of gradient descent in python using numpy☆11Apr 23, 2019Updated 6 years ago
- ☆17Nov 17, 2021Updated 4 years ago
- Files for the assignments of the "Managing Big Data with MySQL" Coursera course by Duke University☆15Mar 3, 2019Updated 7 years ago
- r package for bayesian VARs☆23Dec 12, 2017Updated 8 years ago
- Fama French Industry Classification☆15Aug 12, 2025Updated 7 months ago
- Multi-factor Risk Models of Asset or Portfolio Returns☆10May 4, 2021Updated 4 years ago
- 基于Solidity语言的，适用于供应链金融场景的智能合约示例☆24Aug 9, 2017Updated 8 years ago
- Complete solutions to Duke University's Managing Big Data w SQL Course (2017)☆17Sep 10, 2017Updated 8 years ago
- In this notebook, we will create an AI and time serie driven forecasting engine based on a set of 5 AI models and 5 time series models an…☆14Jun 12, 2021Updated 4 years ago
- A package to sort stocks into portfolios and calculate weighted-average returns.☆18Jul 24, 2022Updated 3 years ago
- ☆18Nov 27, 2020Updated 5 years ago
- Rank-normalization, folding, and localization: An improved R-hat for assessing convergence of MCMC☆32Nov 10, 2021Updated 4 years ago
- In this article, you will learn how to set up a real-time data processing and analytics environment using Docker, MySQL, Redpanda, MinIO,…☆11Jun 27, 2023Updated 2 years ago
- Applying the Fama Three-factor Model to the Chinese stock market. Verifying the validity of the model. The operation of the data is mainl…☆21Apr 12, 2019Updated 6 years ago
- 零基础入门Java编程语言教程 by 程谱 Code Recipe，适合初学者学习Java语言使用，支持用来备考AP哦~☆11May 17, 2018Updated 7 years ago
- A python library for generating macro-economic scenarios☆10Dec 17, 2024Updated last year
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆27Jan 25, 2018Updated 8 years ago
- 多源行情数据网关☆20May 13, 2025Updated 10 months ago
- НИС "Методологии разработки ПО", ФКН ВШЭ, Старичков Н.Ю., Крахмалёв Д.С.☆13Mar 12, 2022Updated 4 years ago
- Python demo for Refinitiv Eikon API☆13Jan 25, 2023Updated 3 years ago
- Application for Math formula detection in image/pdf and then recognition☆12Jan 14, 2025Updated last year
- express course in ML to fell in love with☆11Dec 26, 2019Updated 6 years ago
- QuantTraderDL combines quantitative finance and AI, using TFT models to forecast major indices (S&P 500, Nasdaq, IBEX 35, Dow Jones, EURO…☆21May 21, 2025Updated 10 months ago
- Provide clean macroeconomic time series as CSV files at stable URL☆11Sep 11, 2018Updated 7 years ago
- The training process for Credit and Risk Assessment Large Language Model (CALM)☆10Oct 15, 2023Updated 2 years ago
- All statistical models / machine learning / computer vision / financial models / NLP / PySpark / python techniques / library tutorials ca…☆11Nov 26, 2022Updated 3 years ago
- R package for Bayesian Vector Autoregression☆33Jul 2, 2020Updated 5 years ago