一个基于中国市场的Fama-French五因子实证研究
☆41Jul 18, 2022Updated 4 years ago
Alternatives and similar repositories for FF5
Users that are interested in FF5 are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 一个基于中国市场的BW投资者情绪指标实证研究☆15Feb 20, 2021Updated 5 years ago
- Replication of the 5 Fama-French factors as constructed in their 2015 paper.☆26Jun 5, 2022Updated 4 years ago
- Implementation of 5-factor Fama French Model☆150Feb 25, 2021Updated 5 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
- FamaFrench(1992)论文复现;FamaFrench三因子模型;python☆46Jan 26, 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.
- The code implements FamaMacbeth regression as in Fama & MacBeth (1973)☆22Oct 29, 2019Updated 6 years ago
- 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
- An Empirical Study of Capital Asset Pricing Model based on Chinese A-share Trading Data.☆30May 26, 2024Updated 2 years ago
- A look-alike model to identify potential clients based on certain characteristics from the existing customer base.☆13Dec 8, 2022Updated 3 years ago
- 感谢石川等大佬的著作《因子投资-方案与实际》,本repo将尝试作为补充,为各个概念提供说明,以及尝试提供实现部分代码☆17Mar 4, 2023Updated 3 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆31Mar 25, 2023Updated 3 years ago
- This is note for Machine Learning and having it deep and structrured (Hung-yi Lee)☆14Sep 4, 2018Updated 8 years ago
- Simple experiments with the Kullback-Leibler divergence calculation for samples from distributions☆10Aug 29, 2016Updated 10 years ago
- 通过将对上市公司招股说明书情绪分析的结果与常用财务指标、企业科研指标等结合,综合使用多种分类模型:传统LR、随机森林、XGB、LGB集成学习模型对新上市公司破发情况进行学习和预测,筛选重要特征,并由此来得到一个新股破发分类器。☆14Aug 26, 2023Updated 3 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.
- 基于QFactor模型的A股实证研究☆20Sep 4, 2019Updated 7 years ago
- ☆82Dec 22, 2022Updated 3 years ago
- Breakout detection for Python☆13Dec 20, 2025Updated 9 months ago
- Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …☆11Mar 30, 2021Updated 5 years ago
- A Notebook Replicate of Pycon Talk 'Why Python is huge in finance? by Daniel Roos'☆12Sep 18, 2020Updated 6 years ago
- Notes on solving and estimating economic model with heterogeneous agents using R and C++☆16Jul 7, 2014Updated 12 years ago
- Apply Physics-informed neural networks in solving Black-Scholes Equations☆18Jan 14, 2025Updated last year
- This repository documents my notes on options learning, covering options basics, strategy development and literature I hope it can help y…☆18Mar 25, 2024Updated 2 years ago
- Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.☆12Jun 24, 2020Updated 6 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- 由机械工业出版社出版的python金融大数据分析,python学习手册三本经典书籍以及利用python进行数据分析机器代码。☆54Mar 6, 2017Updated 9 years ago
- 量化研究-多因子模型☆23Jul 26, 2023Updated 3 years ago
- Python package to process videos as in Hu and Ma (2024)☆22Sep 29, 2024Updated last year
- Replications and Explorations Made using the ARK☆25Sep 9, 2026Updated last week
- This repo implements a Fama-MacBeth 2-stage regression to estimate factor risk premia, make inference on the risk premia, and test whethe…☆14Jun 25, 2019Updated 7 years ago
- 基于Transformer架构的量化金融预测研究☆11Dec 26, 2022Updated 3 years ago
- Analyzing different stocks listed on the NASDAQ stock market☆13Dec 5, 2020Updated 5 years ago
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆22Mar 11, 2026Updated 6 months ago
- ☆58Sep 26, 2023Updated 2 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- 量化金融计算,Jupyter notebook,中文。☆34Jan 30, 2021Updated 5 years ago
- 获取经典的量化多因子模型数据☆101Oct 13, 2021Updated 4 years ago
- This project implements machine learning algorithm to predict stock index futures price by matching recent futures price and volume with …☆17Dec 9, 2016Updated 9 years ago
- 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
- ☆17Nov 17, 2021Updated 4 years ago
- Fama French model on a subset of Canadian Equity data with Python☆50Apr 11, 2019Updated 7 years ago
- Quant_Strategy☆26Dec 2, 2022Updated 3 years ago