FamaFrench(1992)论文复现;FamaFrench三因子模型；python
☆46Jan 26, 2021Updated 5 years ago
Alternatives and similar repositories for FamaFrenchThreeFacorModel
Users that are interested in FamaFrenchThreeFacorModel are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Applying the Fama Three-factor Model to the Chinese stock market. Verifying the validity of the model. The operation of the data is mainl…☆20Apr 12, 2019Updated 7 years ago
- Fama French 3 Factor Model☆42Feb 3, 2016Updated 10 years ago
- Implementation of 5-factor Fama French Model☆147Feb 25, 2021Updated 5 years ago
- Replication of the 5 Fama-French factors as constructed in their 2015 paper.☆26Jun 5, 2022Updated 4 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆42Jul 18, 2022Updated 3 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.
- ☆14May 15, 2015Updated 11 years ago
- An Empirical Study of Capital Asset Pricing Model based on Chinese A-share Trading Data.☆30May 26, 2024Updated 2 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆33Feb 3, 2021Updated 5 years ago
- Modern Portfolio Theory (MPT), a hypothesis put forth by Harry Markowitz in his paper “Portfolio Selection,” (published in 1952 by the Jo…☆14Mar 15, 2018Updated 8 years ago
- (Semester 4) Mathematics for Intelligent Systems - End Semester Project☆14Apr 10, 2022Updated 4 years ago
- ☆13Dec 15, 2025Updated 6 months ago
- 基于机器学习方法构建多因子选股模型：RandomForest, GBDT, Adaboots, xgboost，MLP, Linear Model, LSTM☆237Apr 9, 2020Updated 6 years ago
- 简体中文会计和金融情感词典扩充☆17May 16, 2019Updated 7 years ago
- A supplementary material to "The Evolution of Work in the United States"☆12Jun 23, 2021Updated 5 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.
- Finance Group☆16Jun 2, 2015Updated 11 years ago
- A Notebook Replicate of Pycon Talk 'Why Python is huge in finance? by Daniel Roos'☆12Sep 18, 2020Updated 5 years ago
- 基于机器学习的发债主体违约风险预测☆21Mar 14, 2023Updated 3 years ago
- Support Vector Machine Stock Market Prediction☆19Jan 2, 2019Updated 7 years ago
- empirical asset pricing☆49Sep 23, 2023Updated 2 years ago
- A first look into several time series datasets from quandl (namely top tech companies stock close prices) and an attempt to find patterns…☆16Mar 24, 2018Updated 8 years ago
- Notebooks that support https://python-advanced.quantecon.org☆20Jun 12, 2026Updated 2 weeks ago
- 使用Java编写的贷款计算小程序，支持等额本金和等额本息方式，可列出详细的还款计划☆19Jan 23, 2016Updated 10 years ago
- 作为一个存放用于金融领域的情感词库☆23Mar 24, 2017Updated 9 years ago
- 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.
- Breakout detection for Python☆13Dec 20, 2025Updated 6 months ago
- 基于Transformer架构的量化金融预测研究☆10Dec 26, 2022Updated 3 years ago
- 机场排班安排☆21Sep 20, 2018Updated 7 years ago
- Chinese Moral Foundation Dictionary☆23Nov 27, 2023Updated 2 years ago
- Machine learning methods for identifing investment factors☆20Nov 9, 2021Updated 4 years ago
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Jul 15, 2020Updated 5 years ago
- Sec's Edgar Ticker downloader and enricher with CIK, CUSIP and SIC mappings☆31Apr 9, 2023Updated 3 years ago
- 一个完整的多因子选股量化策略项目（Python+Tushare+Backtrader）☆53Mar 8, 2025Updated last year
- ☆11Oct 24, 2025Updated 8 months ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- 一个使用 PaddleSpeech 和 Streamlit 开发的中文语音识别与转写工具，可以将 MP3 格式的录音文件转换为带标点的文字。☆14Apr 10, 2023Updated 3 years ago
- ☆33Dec 22, 2023Updated 2 years ago
- 基于 Python 的人脸识别与数字图像处理系统 | 人脸采集、身份验证、口罩检测、证件照生成、图像滤波与增强☆11Apr 1, 2026Updated 2 months ago
- ☆17Nov 17, 2021Updated 4 years ago
- Replication and extension of the study by Fama and French (1993) for three-factor asset pricing model☆14Oct 5, 2017Updated 8 years ago
- 华中科技大学2020级研究生数值分析☆25Jul 6, 2021Updated 4 years ago
- A VectorCAST test adapter for VS Code☆21Updated this week