Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.
☆15Nov 5, 2022Updated 3 years ago
Alternatives and similar repositories for Modifying-Shiller-CAPE-Ratio
Users that are interested in Modifying-Shiller-CAPE-Ratio are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and…☆23May 3, 2026Updated last month
- A plugin for Obsidian that reformats pasted HTML and plain text content, giving you precise control over how content is transformed when …☆29Jun 1, 2026Updated last week
- Tracking activity and sentiment in the crypto markets using the Twitter API, Reddit API, Google Trends, and other sources☆10Sep 23, 2019Updated 6 years ago
- sktime workshops & tutorials☆13Jul 14, 2021Updated 4 years ago
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆10Nov 17, 2019Updated 6 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ☆10Sep 25, 2018Updated 7 years ago
- R package to import articles from newspaper databases☆14Feb 29, 2024Updated 2 years ago
- Use ESG-BERT model to classify text of sustainability reports☆17Jun 7, 2023Updated 3 years ago
- Risk Lab Research - ESG Company Ranking Score☆11May 1, 2020Updated 6 years ago
- ☆19Feb 7, 2026Updated 4 months ago
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆11Jul 19, 2019Updated 6 years ago
- Daily kata from Quantitative Investment Portfolio Analytics In R☆17Aug 7, 2019Updated 6 years ago
- A simple numpy-based genetic algorithm library for function parameter optimization.☆11Apr 7, 2016Updated 10 years ago
- Solving stochastic differential equations and Kolmogorov equations by means of deep learning and Multilevel Monte Carlo simulation☆12Aug 24, 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.
- Utility functions to support analytics over FHIR in BigQuery or Apache Spark☆15Jan 8, 2024Updated 2 years ago
- Mainstreet Analytics is a real-time data visualization dashboard. It collects data from Twitter API, Google Trends API, and NY Times AP…☆20Sep 12, 2016Updated 9 years ago
- z3-powered solver (theorem prover) for deal☆18Sep 28, 2023Updated 2 years ago
- Stock selection and portfolio performance based on ESG Scores☆14Mar 16, 2021Updated 5 years ago
- This is a read-only mirror of the CRAN R package repository. pracma — Practical Numerical Math Functions☆32Oct 22, 2025Updated 7 months ago
- Contains the NLP project for the "Detecting greenwashing signals through a comparison of ESG reports and public media" challenge.☆22Jun 12, 2023Updated 3 years ago
- Please refer to attached full report. Introduction ESG is abbreviate of the environment, social responsibility, and corporate governanc…☆22Aug 16, 2018Updated 7 years ago
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Feb 18, 2021Updated 5 years ago
- Python app for black-litterman portfolio optimisation☆10Dec 8, 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.
- ☆13Jul 19, 2018Updated 7 years ago
- ☆11Sep 14, 2024Updated last year
- High frequency trading algorithm for Bitmex☆22Jun 22, 2020Updated 5 years ago
- ☆13Mar 3, 2024Updated 2 years ago
- Classical Least Squares method implementation with Python. Application example on Quantitative Spectral Analysis: Calculating spectral si…☆15May 6, 2020Updated 6 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆33Jul 28, 2020Updated 5 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- 一些研报的复现☆13Sep 11, 2018Updated 7 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Jan 26, 2021Updated 5 years ago
- 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.
- Experiments on Causality & Reinforcement Learning☆10Mar 8, 2020Updated 6 years ago
- A trading strategy for prediction markets mediated by the logarithmic market scoring rule (LMSR) market maker☆12Apr 7, 2018Updated 8 years ago
- Tax efficient ETF portfolio balancing☆11Sep 1, 2022Updated 3 years ago
- LGBM ：推导原理、参数含义、超参数设置（网格、随机、贝叶斯搜索）☆12Jan 15, 2019Updated 7 years ago
- Black-Litterman model portfolio optimizer☆16Aug 28, 2020Updated 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
- An extensible AI agents framework☆18Apr 22, 2026Updated last month