Alternatives and similar repositories for Asset-Pricing-via-ML

Users that are interested in Asset-Pricing-via-ML are comparing it to the libraries listed below

• kurucan / Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market
  Machine learning methods for identifing investment factors
  ☆18Updated 3 years ago
• hrbzkm98 / ml-research
  A repository for machine learning based investment strategies
  ☆27Updated 5 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆73Updated 2 years ago
• LouisChen1992 / Deep_Learning_in_Asset_Pricing
  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
  ☆136Updated 4 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆96Updated last year
• kristina969 / Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market
  Machine learning methods for identifing investment factors
  ☆27Updated 3 years ago
• dkyol / Asset-Pricing-Model
  PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics
  ☆46Updated 5 years ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆63Updated last year
• Topaceminem / DCC-GARCH
  DCC GARCH modeling in Python
  ☆96Updated 5 years ago
• KarlNaumann / GarchMidas
  BSc Thesis on the Garch-Midas model
  ☆27Updated 3 years ago
• shilewenuw / deep-learning-portfolio-optimization
  ☆73Updated 4 years ago
• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆26Updated 9 years ago
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆47Updated last year
• RichardS0268 / Autoencoder-Asset-Pricing-Models
  Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
  ☆98Updated last month
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆105Updated 6 years ago
• lich99 / Stock_CNN
  Implementation of (Re-)Imag(in)ing Price Trends
  ☆75Updated 3 years ago
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆234Updated 3 years ago
• yolsever / ML-in-equity-prediction
  My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
  ☆50Updated 5 years ago
• omartinsky / FamaFrench
  Implementation of 5-factor Fama French Model
  ☆131Updated 4 years ago
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆38Updated 4 years ago
• WencaiZheng / fix-income-quant-trading
  some interest rate models such as Vasicek and dynamic Nelson-Siegel model
  ☆17Updated 5 years ago
• Quantactix / ChinaAShareEquityCharacteristics
  Equity return and characteristics of China A-Share market
  ☆20Updated last year
• QuhiQuhihi / project_Asset_Allocation
  quantitative asset allocation strategy
  ☆32Updated 8 months ago
• HoagieT / Inflation-Nowcast-Model
  A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.
  ☆15Updated 4 years ago
• whyecofiliter / EAP
  empirical asset pricing
  ☆47Updated last year
• Robin-Guilliou / Option-Pricing
  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…
  ☆85Updated 3 years ago
• luphord / longstaff_schwartz
  A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.
  ☆43Updated last year
• tmro98 / machine-learning-in-asset-pricing
  Machine Learning in Asset Pricing: Time-Series and Cross-Sectional Forecasting of Excess Equity Returns
  ☆13Updated 2 years ago
• zhanghaitao1 / awesome-quant-papers
  This repository hosts my reading notes for academic papers.
  ☆89Updated 4 years ago
• svenhsia / Calibrating-Rough-Volatility-Models-with-Deep-Learning
  This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.
  ☆50Updated 6 years ago