kurucan / Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-MarketView on GitHub
Machine learning methods for identifing investment factors
☆22Nov 9, 2021Updated 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:
- Empirical asset pricing via Machine Learning in the Korean market☆50Mar 1, 2024Updated 2 years ago
- ☆11Dec 26, 2022Updated 3 years ago
- A repository for machine learning based investment strategies☆28Nov 11, 2019Updated 6 years ago
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Mar 1, 2020Updated 6 years ago
- Machine Learning in Asset Pricing: Time-Series and Cross-Sectional Forecasting of Excess Equity Returns☆18Sep 21, 2023Updated 3 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.
- RFS2020年论文Emperical asset pricing via machine learning复现☆35Feb 26, 2022Updated 4 years ago
- empirical asset pricing☆49Sep 23, 2023Updated 3 years ago
- https://arxiv.org/abs/1805.01104☆124Dec 2, 2020Updated 5 years ago
- ☆11Dec 31, 2023Updated 2 years ago
- Calculate U.S. equity (portfolio) characteristics☆114Aug 9, 2024Updated 2 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆50Apr 21, 2020Updated 6 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
- Python code for dynamic facctor model. (Preliminary and in progress)☆22Dec 2, 2017Updated 8 years ago
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆17Jan 1, 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.
- ☆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
- 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
- select stock automatically, trade manually☆12Jul 26, 2020Updated 6 years ago
- A modification of traditional random forest for time-series forecasting☆15Apr 16, 2024Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆45Mar 6, 2025Updated last year
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆157Jul 17, 2021Updated 5 years ago
- Interest-rate modeling and Fixed Income Pricing in Python☆12Dec 23, 2020Updated 5 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Project that uses deep learning to forecast stock returns and defines the optimal allocation for a maximum☆22Apr 23, 2021Updated 5 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆26Apr 22, 2025Updated last year
- ☆41Jan 22, 2019Updated 7 years ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Nov 8, 2020Updated 5 years ago
- BlackScholes Model, with Montecarlo implmented in python with TensorFlow☆18Jan 5, 2016Updated 10 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in Chi…☆93Jul 1, 2021Updated 5 years ago
- ☆41Jun 13, 2023Updated 3 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 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.
- ☆32Mar 22, 2022Updated 4 years ago
- Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV☆23Feb 11, 2026Updated 8 months ago
- As a student majoring in Financial Mathematics, I think that python is a very useful tool to quantitative research. So I create this proj…☆16Sep 3, 2017Updated 9 years ago
- ☆15Jul 9, 2018Updated 8 years ago
- 利用Wind API更新周频与月频因子☆12Sep 3, 2019Updated 7 years ago
- ☆66Oct 26, 2026Updated last week
- demonstration of quantstats library☆16Oct 2, 2021Updated 5 years ago