一个基于中国市场的Fama-French五因子实证研究
☆40Jul 18, 2022Updated 3 years ago
Alternatives and similar repositories for FF5
Users that are interested in FF5 are comparing it to the libraries listed below
Sorting:
- 一个基于中国市场的BW投资者情绪指标实证研究☆14Feb 20, 2021Updated 5 years ago
- Replication of the 5 Fama-French factors as constructed in their 2015 paper.☆25Jun 5, 2022Updated 3 years ago
- Implementation of 5-factor Fama French Model☆142Feb 25, 2021Updated 5 years ago
- Replication and extension of the study by Fama and French (1993) for three-factor asset pricing model (2016)☆13Oct 5, 2017Updated 8 years ago
- FamaFrench(1992)论文复现;FamaFrench三因子模型;python☆45Jan 26, 2021Updated 5 years ago
- The code implements FamaMacbeth regression as in Fama & MacBeth (1973)☆21Oct 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…☆21Apr 12, 2019Updated 6 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆30Mar 25, 2023Updated 2 years ago
- Simple experiments with the Kullback-Leibler divergence calculation for samples from distributions☆10Aug 29, 2016Updated 9 years ago
- 量化研究-多因子模型☆23Jul 26, 2023Updated 2 years ago
- A look-alike model to identify potential clients based on certain characteristics from the existing customer base.☆12Dec 8, 2022Updated 3 years ago
- 基于QFactor模型的A股实证研究☆20Sep 4, 2019Updated 6 years ago
- ☆79Dec 22, 2022Updated 3 years ago
- Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …☆12Sep 20, 2020Updated 5 years ago
- Notes on solving and estimating economic model with heterogeneous agents using R and C++☆16Jul 7, 2014Updated 11 years ago
- 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
- 中国版多因子模型的构建、检验与对比(原创;适合初学者;适合准备从stata转Python的科研人员)☆134Apr 11, 2022Updated 3 years ago
- Analyzing different stocks listed on the NASDAQ stock market☆13Dec 5, 2020Updated 5 years ago
- Replications and Explorations Made using the ARK☆24Mar 12, 2026Updated last week
- Breakout detection for Python☆13Dec 20, 2025Updated 3 months ago
- 基于Transformer架构的量化金融预测研究☆10Dec 26, 2022Updated 3 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆38Jun 11, 2019Updated 6 years ago
- A userscript to insert citations from Zotero into ShareLaTeX as you write☆11Feb 26, 2024Updated 2 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 2 years ago
- ☆17Nov 17, 2021Updated 4 years ago
- 术语词典数据集/分词词典/专业词表语料库/词汇知识库/领域词表下载/主题词表/词库/自然语言处理/数据挖掘/深度学习☆30Mar 4, 2025Updated last year
- 刘海洋《LaTeX入门》配书670案例☆17Sep 17, 2020Updated 5 years ago
- 获取经典的量化多因子模型数据☆93Oct 13, 2021Updated 4 years ago
- 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 6 years ago
- Paper published in Transportation Research Part B☆12Jun 1, 2022Updated 3 years ago
- Quant_Strategy☆26Dec 2, 2022Updated 3 years ago
- Vectorized quantile backtesting library☆15May 25, 2023Updated 2 years ago
- An algorithm that intelligently executes a crypto order over time via Coinbase☆12Oct 26, 2021Updated 4 years ago
- Corporate bond price prediction model☆15Oct 13, 2020Updated 5 years ago
- Rummikub solver coded in Python that uses integer linear programming to maximise the number or value of tiles placed in the popular board…☆15Mar 14, 2021Updated 5 years ago
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆28Aug 14, 2020Updated 5 years ago
- Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion☆18May 13, 2024Updated last year
- Gold Price Prediction using CNN-LSTM and CNN-GRU model: We have built univariate and multivariate CNN-LSTM, CNN-GRU and many variants of …☆15Dec 16, 2021Updated 4 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆34May 28, 2021Updated 4 years ago