kristina969 / Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-MarketView on GitHub
Machine learning methods for identifing investment factors
☆60Apr 20, 2022Updated 4 years ago
Alternatives and similar repositories for Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market
Users that are interested in Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market 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☆22Nov 9, 2021Updated 4 years ago
- ☆11Dec 26, 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 3 years ago
- A repository for machine learning based investment strategies☆28Nov 11, 2019Updated 6 years ago
- Empirical asset pricing via Machine Learning in the Korean market☆50Mar 1, 2024Updated 2 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- BlackScholes Model, with Montecarlo implmented in python with TensorFlow☆18Jan 5, 2016Updated 10 years ago
- https://arxiv.org/abs/1805.01104☆124Dec 2, 2020Updated 5 years ago
- Calculate U.S. equity (portfolio) characteristics☆114Aug 9, 2024Updated 2 years ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆154Aug 17, 2025Updated last year
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆157Jul 17, 2021Updated 5 years ago
- Data Science Project: Replication of "Forest Through the Trees: Building Cross-Sections of Stock Returns" - creation of assets to test va…☆28Jul 30, 2023Updated 3 years ago
- An Empirical Study of Capital Asset Pricing Model based on Chinese A-share Trading Data.☆31May 26, 2024Updated 2 years ago
- Empirical Data and Some Simulation Codes☆115Jun 24, 2019Updated 7 years ago
- Project that uses deep learning to forecast stock returns and defines the optimal allocation for a maximum☆22Apr 23, 2021Updated 5 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆37Feb 9, 2023Updated 3 years ago
- Portfolio optimization and index tracking for the FTSE index using genetic algorithm☆13Jan 13, 2018Updated 8 years ago
- ☆11Dec 31, 2023Updated 2 years ago
- ☆14Mar 22, 2022Updated 4 years ago
- ☆10Oct 18, 2023Updated 3 years ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆53May 19, 2020Updated 6 years ago
- ☆13May 11, 2023Updated 3 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
- ☆41Feb 10, 2021Updated 5 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Replication of the 5 Fama-French factors as constructed in their 2015 paper.☆26Jun 5, 2022Updated 4 years ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆16Dec 3, 2020Updated 5 years ago
- A modification of traditional random forest for time-series forecasting☆15Apr 16, 2024Updated 2 years ago
- Reinforcement Learning framework to make synthetic experiments in the financial domain☆25Jul 18, 2023Updated 3 years ago
- ☆12May 5, 2025Updated last year
- EraseDiff: Erasing Data Influence in Diffusion Models☆15Nov 20, 2024Updated last year
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Mar 1, 2020Updated 6 years ago
- Python library for asset pricing☆132Mar 13, 2024Updated 2 years ago
- Tracking S&P 500 index with deep learning model☆14Jul 2, 2023Updated 3 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Modeling of intraday volatility and volume in financial markets☆22May 29, 2023Updated 3 years ago
- Instrumented Principal Components Analysis☆269Aug 15, 2022Updated 4 years ago
- Stock markets are an essential component of the economy. Their prediction naturally arouses afascination in the academic and financial w…☆22Jun 12, 2021Updated 5 years ago
- Resources for Quantitative Finance☆18Apr 14, 2023Updated 3 years ago
- Machine Learning for the ASX200☆10Apr 12, 2017Updated 9 years ago
- Machine Learning in Asset Pricing: Time-Series and Cross-Sectional Forecasting of Excess Equity Returns☆18Sep 21, 2023Updated 3 years ago
- ☆32Mar 22, 2022Updated 4 years ago