☆79Dec 22, 2022Updated 3 years ago
Alternatives and similar repositories for Deep_Learning_Asset_Pricing
Users that are interested in Deep_Learning_Asset_Pricing are comparing it to the libraries listed below
Sorting:
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆146Jul 17, 2021Updated 4 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Jun 22, 2022Updated 3 years ago
- ☆16Sep 5, 2020Updated 5 years ago
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated 2 years ago
- Deep Learning Statistical Arbitrage☆255Oct 5, 2022Updated 3 years ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆360Jan 8, 2026Updated last month
- ☆23Apr 1, 2022Updated 3 years ago
- Calculate U.S. equity (portfolio) characteristics☆108Aug 9, 2024Updated last year
- https://arxiv.org/abs/1805.01104☆122Dec 2, 2020Updated 5 years ago
- ☆16Jul 22, 2021Updated 4 years ago
- Materials for the mini-course on deep learning and macro-finance.☆22Jul 1, 2024Updated last year
- US equity (portfolio) characteristics, the main file is in SAS.☆20Dec 21, 2023Updated 2 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
- This module contains the core code for the missing data imputation proposed in the the paper "Missing Financial Data". It is intended for…☆12Jan 20, 2024Updated 2 years ago
- Q-quant和因子投资实证汇总☆23Jul 5, 2021Updated 4 years ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆37Feb 9, 2023Updated 3 years ago
- ☆41Feb 10, 2021Updated 5 years ago
- Instrumented Principal Components Analysis☆253Aug 15, 2022Updated 3 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 2 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Apr 21, 2020Updated 5 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆22May 8, 2024Updated last year
- Data from paper: "Benign Effects of Automation: New Evidence from Patent Texts"☆12May 31, 2025Updated 9 months ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- A Data Science pipeline for Algorithmic Trading: A comparative study in applications to Finance and cryptoeconomics☆14Jul 1, 2022Updated 3 years ago
- ☆15Feb 16, 2023Updated 3 years ago
- ☆13May 21, 2019Updated 6 years ago
- Empirical Data and Some Simulation Codes☆110Jun 24, 2019Updated 6 years ago
- A log likelihood process for optimal entry / exit / stopping.☆14Jun 15, 2022Updated 3 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆45Jan 13, 2021Updated 5 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- A repository for machine learning based investment strategies☆28Nov 11, 2019Updated 6 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18May 16, 2020Updated 5 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- ☆21Jul 6, 2023Updated 2 years ago
- Unofficial PyTorch implementation of FactorVAE☆21Jun 1, 2023Updated 2 years ago
- Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"☆933Oct 22, 2025Updated 4 months ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Dec 26, 2022Updated 3 years ago
- Machine learning methods for identifing investment factors☆19Nov 9, 2021Updated 4 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 years ago