The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.
☆10Dec 12, 2021Updated 4 years ago
Alternatives and similar repositories for amf_gibs
Users that are interested in amf_gibs are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Basic invoice generator for quick PDF invoices/quotes.☆13Dec 3, 2022Updated 3 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 4 years ago
- Python/C++ library for optimized operations on Pauli matrices and Pauli strings☆15Apr 9, 2025Updated last year
- On the Importance of Image Encoding in Automated Chest X-Ray Report Generation, BMVC 2022☆16Dec 22, 2022Updated 3 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Jun 22, 2022Updated 3 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.
- Modelling extreme values☆15May 7, 2026Updated last week
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 4 years ago
- ☆17Feb 1, 2024Updated 2 years ago
- ☆16Sep 5, 2020Updated 5 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
- [TSE 2024] APPT: Boosting Automated Patch Correctness Prediction via Fine-tuning Pre-trained Models☆15Jan 29, 2024Updated 2 years ago
- Classical Fama French Three Factor Model.☆23Sep 19, 2020Updated 5 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- Reproduction of the paper "Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations"☆12Jul 6, 2023Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- BioDG is a publically available framework for the evaluation of Domain Generalization algorithms in Biosignal Classification.☆26Dec 12, 2025Updated 5 months ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 years ago
- Automatic Feature Engineering for Time Series☆18Jan 2, 2026Updated 4 months ago
- A terribly-simple data base for time series☆14Mar 25, 2026Updated last month
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Aug 9, 2022Updated 3 years ago
- Quantile Local Projections☆12Aug 8, 2022Updated 3 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Write events for TensorBoard☆13Apr 27, 2026Updated 3 weeks ago
- The code for network autoregression model (NAR)☆10May 12, 2016Updated 10 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Feb 24, 2019Updated 7 years ago
- ☆23Apr 1, 2022Updated 4 years ago
- This is the official implementation of the paper: "Contrastive Learning of Sentence Embeddings from Scratch"☆40Jun 9, 2023Updated 2 years ago
- 计算中国偏度指数（CBOE skew index）☆15May 23, 2021Updated 4 years ago
- Code for DID chapter☆11May 30, 2023Updated 2 years ago
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆13Jan 21, 2022Updated 4 years ago
- ☆22Mar 8, 2022Updated 4 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- ☆10Jul 29, 2020Updated 5 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- Learning Finite State Machine Models from Data with a Genetic Algorithm☆11Dec 1, 2025Updated 5 months ago
- Solving models with numerical methods (economics)☆13Aug 1, 2023Updated 2 years ago
- Add Methods to R6 Class Definition☆11Jan 16, 2022Updated 4 years ago
- Research plan templates for undergrad and graduate (master and phd) students☆25Dec 2, 2025Updated 5 months ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆15Dec 21, 2021Updated 4 years ago