Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation
☆13Mar 7, 2024Updated 2 years ago
Alternatives and similar repositories for DeepRiskModel
Users that are interested in DeepRiskModel are comparing it to the libraries listed below
Sorting:
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …☆14Apr 8, 2023Updated 2 years ago
- ☆30Mar 13, 2024Updated 2 years ago
- A modification of traditional random forest for time-series forecasting☆13Apr 16, 2024Updated last year
- GUI Interface to Interactive Brokers API☆10Feb 29, 2016Updated 10 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆34Feb 28, 2025Updated last year
- A moment-free estimator of the Sharpe (signal-to-noise) ratio.☆12Dec 27, 2022Updated 3 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆23Jul 17, 2022Updated 3 years ago
- Multivariate GARCH modelling in Python☆16Nov 3, 2024Updated last year
- Code for paper "Generative Adversarial Estimation of Channel Covariance in Vehicular Millimeter Wave System"s☆12Sep 21, 2020Updated 5 years ago
- Modified version of the LeagueSandbox project which relies on a Redis server to accept actions and send observations. Intended for reinfo…☆12Feb 23, 2025Updated last year
- AI-powered pokemon bot on showdown☆13Oct 18, 2019Updated 6 years ago
- Compute shrinkage estimates of the covariance matrix☆15Oct 12, 2015Updated 10 years ago
- Mixed Data Sampling (MIDAS) Modeling in Python☆19Aug 29, 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
- Website for a doctoral course on Dynamic Optimization☆19Dec 8, 2023Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- LaTeX中文书籍模板☆54Dec 18, 2021Updated 4 years ago
- An OpenAI Gym environment for Pokemon battles☆11Sep 3, 2019Updated 6 years ago
- ☆12Apr 17, 2021Updated 4 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- [ECCV 2024] Taming Lookup Tables for Efficient Image Retouching☆47Mar 11, 2025Updated last year
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- An MCMC algorithm for sampling continuous probability distributions in parallel☆20Feb 24, 2015Updated 11 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- Replicate Barra CNE5 multi-factor model and conduct portfolio risk analysis☆13Jun 17, 2025Updated 9 months ago
- 致力于多因子,AI策略,可盈利模型的研究☆13Apr 14, 2023Updated 2 years ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated last year
- ☆11Oct 24, 2025Updated 4 months ago
- duckdb-etl-framework☆15Dec 20, 2024Updated last year
- ☆13Feb 16, 2026Updated last month
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆14Nov 13, 2023Updated 2 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- ☆12Jul 19, 2020Updated 5 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Feb 6, 2026Updated last month
- 将A股所有股票的日K线的数据写入本地mysql数据库,收集从某个时间段以来的股票财报数据,包括营收、市值、股本等数据。☆15Jan 22, 2018Updated 8 years ago
- Sample code that shows how to forecast stock market volatility using a Kalman filter☆15Aug 17, 2023Updated 2 years ago
- 一个开源的量化交易项目。使用python(jupyter)☆10Dec 16, 2024Updated last year
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 3 years ago
- ☆42Mar 26, 2025Updated 11 months ago