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:
- Python/C++ library for optimized operations on Pauli matrices and Pauli strings☆15Apr 9, 2025Updated last year
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- Basic invoice generator for quick PDF invoices/quotes.☆13Dec 3, 2022Updated 3 years ago
- Modelling extreme values☆15Jun 10, 2026Updated last month
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆16Jun 22, 2022Updated 4 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.
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 5 years ago
- ☆16Sep 5, 2020Updated 5 years ago
- ☆17Feb 1, 2024Updated 2 years ago
- On the Importance of Image Encoding in Automated Chest X-Ray Report Generation, BMVC 2022☆16Dec 22, 2022Updated 3 years ago
- Classical Fama French Three Factor Model.☆23Sep 19, 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☆16Jan 29, 2024Updated 2 years ago
- Reproduction of the paper "Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations"☆12Jul 6, 2023Updated 3 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- 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 7 months ago
- The code for network autoregression model (NAR)☆10May 12, 2016Updated 10 years 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 6 months ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- A terribly-simple data base for time series☆14Mar 25, 2026Updated 3 months 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
- Research plan templates for undergrad and graduate (master and phd) students☆25Dec 2, 2025Updated 7 months ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆15Dec 21, 2021Updated 4 years ago
- ☆22Mar 8, 2022Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Model and replications scripts for the 2020 IMF Working Paper "Foreign Exchange Interventions Rules for Central Banks: A Risk-Based Frame…☆10Apr 20, 2023Updated 3 years ago
- ☆23Apr 1, 2022Updated 4 years ago
- Write events for TensorBoard☆13Apr 27, 2026Updated 2 months 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
- 计算中国偏度指数（CBOE skew index）☆15May 23, 2021Updated 5 years ago
- DCC BEKK Factor Copula MSV☆14Mar 3, 2018Updated 8 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.
- Code for DID chapter☆12May 30, 2023Updated 3 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
- ☆10Jul 29, 2020Updated 5 years ago
- A PhD course in Applied Econometrics and Panel Data☆10Apr 9, 2021Updated 5 years ago
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆44Sep 26, 2023Updated 2 years ago
- Solving models with numerical methods (economics)☆13Aug 1, 2023Updated 2 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago