piyushkhanna7 / VolTAGELinks
☆10Updated 3 years ago
Alternatives and similar repositories for VolTAGE
Users that are interested in VolTAGE are comparing it to the libraries listed below
Sorting:
- ☆18Updated 4 years ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆10Updated 3 years ago
- A modification of traditional random forest for time-series forecasting☆12Updated last year
- ☆18Updated 3 years ago
- Code and Data for M3A: Multimodal Multi-speaker Mergers & Acquisitions at ACL-IJCNLP 2021 (main)☆15Updated 4 years ago
- I created some notebooks about different concepts of financial engineering☆10Updated 3 months ago
- This repository relates to the paper "Measuring Financial Time Series Similarity With a View to Identifying Profitable Stock Market Oppor…☆21Updated 3 years ago
- Earnings-Call-Dataset / MAEC-A-Multimodal-Aligned-Earnings-Conference-Call-Dataset-for-Financial-Risk-PredictionRepository for CIKM 2020 resource track paper: MAEC: A Multimodal Aligned Earnings Conference Call Dataset for Financial Risk Prediction☆88Updated last year
- Markov decision processes under model uncertainty☆15Updated 3 years ago
- MV Port is a Python package to perform Mean-Variance Analysis. It provides a Portfolio class with a variety of methods to help on your po…☆11Updated 6 months ago
- TweetFinSent: A Dataset of Stock Sentiments on Twitter☆12Updated 2 years ago
- Repository for "Zero is Not Hero Yet: Benchmarking Zero-Shot Performance of LLMs for Financial Tasks"☆24Updated last year
- Code for WWW-20 Paper: HTML: Hierarchical Transformer-based Multi-task Learning for Volatility Prediction☆60Updated last year
- Earnings Call Sentiment Analysis. This repository includes my work on extracting the focus area of companies from their earnings calls tr…☆15Updated 4 years ago
- ☆10Updated 5 years ago
- Replication of the 5 Fama-French factors as constructed in their 2015 paper.☆23Updated 3 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆13Updated 6 years ago
- Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python☆12Updated 2 years ago
- ☆14Updated 4 years ago
- A dataset of financial news is used to fine-tune BERT in order to extract investment opportunities.☆26Updated 4 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Reproduction of the paper "Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations"☆12Updated last year
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Updated 5 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆14Updated 2 years ago
- US equity (portfolio) characteristics, the main file is in SAS.☆20Updated last year
- This repository includes our work on extracting the digital transformation strategy of Fortune 500 companies from earnings calls transcri…☆29Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago
- Applying NLP framework to 10-K filings in equity markets☆14Updated 3 years ago
- ☆10Updated 5 years ago
- FinABSA is a T5-Large model trained for Aspect-Based Sentiment Analysis specifically for financial domains.☆30Updated last year