Replication of https://ssrn.com/abstract=3984925
☆54Mar 27, 2024Updated 2 years ago
Alternatives and similar repositories for replication-the-virtue-of-complexity-in-return-prediction
Users that are interested in replication-the-virtue-of-complexity-in-return-prediction are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Time-Causal VAE☆20Nov 8, 2024Updated last year
- This is a Repo for the econ working paper template.☆19Apr 11, 2026Updated last week
- ☆30Jun 6, 2025Updated 10 months ago
- QuantMinds Rough Volatility Workshop lectures☆71Sep 6, 2025Updated 7 months ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆37Jul 5, 2023Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Data processing and visualization of (crypto) currencies dynamics and technical indicator☆12Apr 16, 2020Updated 6 years ago
- ☆16Dec 11, 2020Updated 5 years ago
- ☆11Mar 12, 2021Updated 5 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆230May 31, 2024Updated last year
- Functions for the construction of risk-based portfolios☆54May 16, 2021Updated 4 years ago
- Efficient and easy to use fractional differentiation transformations for stationarizing time series data in Python.☆22Feb 10, 2023Updated 3 years ago
- This repo contains all the code necessary to download, extract, and parse 13F filings on EDGAR.☆29Mar 9, 2021Updated 5 years ago
- Public code for our paper https://ssrn.com/abstract=3958331☆26Dec 6, 2021Updated 4 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆47Oct 22, 2023Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- CNNpred: CNN-based stock market prediction using a diverse set of variables☆71Nov 20, 2020Updated 5 years ago
- Code for Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading at WWW 2021☆20Jul 11, 2021Updated 4 years ago
- A HMM application in Kritzman Regime Detection☆15Jan 3, 2020Updated 6 years ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆364Jan 8, 2026Updated 3 months ago
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17May 9, 2024Updated last year
- An expansion of the Triple-Barrier Method by Marcos López de Prado☆52Nov 7, 2023Updated 2 years ago
- Option Strategy for Futures☆18Jul 29, 2020Updated 5 years ago
- Ontology dataset for open_numbers namespace☆10Feb 27, 2026Updated last month
- Serverless GPU API endpoints on Runpod - Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- ☆11Sep 6, 2023Updated 2 years ago
- Paper published in the Journal of Investment Management, co-authored with Sanjiv R. Das☆13Oct 4, 2017Updated 8 years ago
- getSymbols() reboot☆17Oct 17, 2024Updated last year
- A Julia implementation of the Quadratic Kalman Filter as in Monfort, Renne, & Roussellet (2014, Journal of Econometrics).☆11May 30, 2025Updated 10 months ago
- This Python Jupyter notebook explores conservative "all weather" investment portfolios☆26Sep 8, 2022Updated 3 years ago
- An extension to the R tidyverse for automated ML. The package allows fitting and cross validation of linear regression and classification…☆17Apr 29, 2025Updated 11 months ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆52May 19, 2020Updated 5 years ago
- This repository shows the application of PCA technique for risk factor modelling of financial securities.