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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …☆14Apr 8, 2023Updated 3 years ago
- A modification of traditional random forest for time-series forecasting☆13Apr 16, 2024Updated 2 years ago
- ☆33Mar 13, 2024Updated 2 years ago
- 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
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- 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☆24Jul 17, 2022Updated 4 years ago
- RL stock selection for China A-share — bundled polars-native factor library (105 Alpha101 + 191 GTJA Alpha191 = 296 factors), board-aware…☆26Updated this week
- Multivariate GARCH modelling in Python☆16Jul 1, 2026Updated 3 weeks ago
- Matlab/Octave toolbox for deep learning. Includes Deep Belief Nets, Stacked Autoencoders, Convolutional Neural Nets, Convolutional Autoen…☆21Jun 23, 2014Updated 12 years ago
- Code for paper "Generative Adversarial Estimation of Channel Covariance in Vehicular Millimeter Wave System"s☆12Sep 21, 2020Updated 5 years ago
- Mixed Data Sampling (MIDAS) Modeling in Python☆20Aug 29, 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…☆13Feb 23, 2025Updated last year
- Compute shrinkage estimates of the covariance matrix☆15Oct 12, 2015Updated 10 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.
- AI-powered pokemon bot on showdown☆14Oct 18, 2019Updated 6 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
- LaTeX中文书籍模板☆62Dec 18, 2021Updated 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
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- ☆12Apr 17, 2021Updated 5 years ago
- End-to-end tool for performing portfolio optimization on a given set of assets and historical stock data.☆12Sep 17, 2023Updated 2 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- An OpenAI Gym environment for Pokemon battles☆12Sep 3, 2019Updated 6 years ago
- An MCMC algorithm for sampling continuous probability distributions in parallel☆20Feb 24, 2015Updated 11 years ago
- ☆11Oct 24, 2025Updated 8 months ago
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- ☆12Jul 19, 2020Updated 6 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 3 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Apr 4, 2026Updated 3 months ago
- 致力于多因子，AI策略，可盈利模型的研究☆12Apr 14, 2023Updated 3 years ago
- [ECCV 2024] Taming Lookup Tables for Efficient Image Retouching☆51Mar 11, 2025Updated last year
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- duckdb-etl-framework☆14Dec 20, 2024Updated last year
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆15Nov 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
- Implementation of 5-factor Fama French Model☆149Feb 25, 2021Updated 5 years ago
- 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
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 4 years ago
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago