Replication of https://ssrn.com/abstract=3984925
☆57Mar 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:
- ☆11Oct 15, 2026Updated 3 weeks ago
- ☆16Sep 5, 2020Updated 6 years ago
- Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)☆154Aug 17, 2025Updated last year
- High performance hybrid Monte Carlo simulation☆10Sep 21, 2026Updated last month
- ☆66Oct 26, 2026Updated last week
- 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.
- ☆57Mar 14, 2021Updated 5 years ago
- Data Science Project: Replication of "Forest Through the Trees: Building Cross-Sections of Stock Returns" - creation of assets to test va…☆28Jul 30, 2023Updated 3 years ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆381May 29, 2026Updated 5 months ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆42Jul 5, 2023Updated 3 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Mar 11, 2021Updated 5 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆157Jul 17, 2021Updated 5 years ago
- Sustainable Entrepreneurship☆14Jul 16, 2021Updated 5 years ago
- ☆14Mar 22, 2022Updated 4 years ago
- US equity (portfolio) characteristics, the main file is in SAS.☆21Dec 21, 2023Updated 2 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.
- This is a Repo for the econ working paper template.☆21Sep 27, 2026Updated last month
- Co-pricing factor zoo☆19Apr 13, 2026Updated 6 months ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆53May 19, 2020Updated 6 years ago
- An expansion of the Triple-Barrier Method by Marcos López de Prado☆57Nov 7, 2023Updated 3 years ago
- ☆27Feb 3, 2026Updated 9 months ago
- Backtester for market neutral equity trading strategies. The code generates long and short signals for each security and then constructs …☆10Oct 5, 2020Updated 6 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆19Dec 11, 2019Updated 6 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆28Dec 10, 2018Updated 7 years ago
- Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"☆1,079Oct 27, 2026Updated last week
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- A fully customizable and modern Flutter media picker inspired by Instagram. Supports image/video selection, multi-pick, album browsing, a…☆11Feb 21, 2026Updated 8 months ago
- yfinance-cpp is a C++ implementation of the popular Python library yfinance, designed to provide easy access to historical market data, s…☆13Dec 4, 2023Updated 2 years ago
- Time-Causal VAE☆22Nov 8, 2024Updated last year
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated 2 years ago
- Calculate U.S. equity (portfolio) characteristics☆114Aug 9, 2024Updated 2 years ago
- ☆12Mar 12, 2021Updated 5 years ago
- ☆10Jun 28, 2021Updated 5 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆34Jul 28, 2020Updated 6 years ago
- Data processing and visualization of (crypto) currencies dynamics and technical indicator☆12Apr 16, 2020Updated 6 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- End-to-end solution to process TRACE corporate bond data.☆56Sep 30, 2026Updated last month
- ☆19Jun 13, 2022Updated 4 years ago
- Parameters for intangible capital accumulation and data on intangible stocks (Ewens, Peters and Wang (2020))☆21Oct 20, 2026Updated 2 weeks ago
- Empirical Finance Course (PhD, Julia code)☆40Nov 24, 2024Updated last year
- Enhanced AI-assisted research template with agentic capabilities☆72Sep 30, 2026Updated last month
- Peking University HSBC Business School Graduation Thesis LaTeX Template | 北京大学汇丰商学院毕业论文LaTeX模板☆21May 26, 2026Updated 5 months ago
- Detection of GARCH volatility Regime-switches in Python☆13Dec 20, 2020Updated 5 years ago