Machine Learning in Asset Pricing: Time-Series and Cross-Sectional Forecasting of Excess Equity Returns
☆15Sep 21, 2023Updated 2 years ago
Alternatives and similar repositories for machine-learning-in-asset-pricing
Users that are interested in machine-learning-in-asset-pricing are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Machine learning methods for identifing investment factors☆19Nov 9, 2021Updated 4 years ago
- A lean package to estimate financial asset betas☆11Feb 12, 2023Updated 3 years ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆37Feb 9, 2023Updated 3 years ago
- ☆17Feb 17, 2026Updated last month
- empirical asset pricing☆49Sep 23, 2023Updated 2 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Mar 1, 2020Updated 6 years ago
- a wavelet-based multifractal image analysis tool implementing the WTMM (Wavelet Transform Modulus Maxima) method.☆11Feb 1, 2020Updated 6 years ago
- Portfolio Quantitative Research☆12Feb 20, 2022Updated 4 years ago
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆24Mar 6, 2025Updated last year
- An all-in-one R package for the assessment of linguistic similarity☆11Oct 6, 2025Updated 5 months ago
- Notebooks that support https://python-advanced.quantecon.org☆20Feb 24, 2026Updated last month
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆16Dec 3, 2020Updated 5 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆12Jan 12, 2021Updated 5 years ago
- Resources for Quantitative Finance☆18Apr 14, 2023Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Dec 21, 2019Updated 6 years ago
- BlackScholes Model, with Montecarlo implmented in python with TensorFlow☆18Jan 5, 2016Updated 10 years ago
- ☆14Jan 22, 2022Updated 4 years ago
- A simple python script for scraping earnings transcripts from Seeking Alpha☆18Nov 11, 2018Updated 7 years ago
- machine learning trading system using random decision tree to train the technical indicators☆10Apr 11, 2017Updated 8 years ago
- Paul Söderlind's finance/econ codes☆20Oct 25, 2024Updated last year
- Contains various data for the stock market and stocks including news, price and fundamentals (ratios)☆24Mar 29, 2023Updated 2 years ago
- Statistical Arbitrage & Algorithmic Trading: time series analysis and the presence of cointegration in cryptocurrency price series.☆11Jan 10, 2019Updated 7 years ago
- Repo for scraping option data required for the Black Scholes model. Data is scraped from S&P500 companies☆20Jul 7, 2022Updated 3 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- a toolkit for forecasting energy time series☆19May 26, 2022Updated 3 years ago
- This is a system prompt to be included in the project instructions for writing long code.☆16Feb 8, 2025Updated last year
- Advanced trend detection and labelling for time series with Python☆22Mar 8, 2026Updated 2 weeks ago
- A metric learning method to learn a provably robust Mahalanobis distance☆10Jan 29, 2022Updated 4 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆22Apr 22, 2025Updated 11 months ago
- This project is a collection of Jupyter notebooks and scientific papers that analyze Bitcoin markets using economical, financial and mach…☆16Mar 24, 2023Updated 3 years ago
- This is a repository of personal studies on "storytelling with data".☆16Jan 28, 2021Updated 5 years ago
- There are codes teanslated from the book named Tidy finance with R to python which you can get from https://www.tidy-finance.org/.☆21Apr 12, 2023Updated 2 years ago
- Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.☆23Aug 11, 2018Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- C++ library of EDM tools☆21Apr 5, 2024Updated last year
- Financial Econometrics module (MSc level)☆23Sep 23, 2021Updated 4 years ago
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆11Mar 12, 2021Updated 5 years ago
- Quantitative finance research notebooks☆27Jan 24, 2020Updated 6 years ago
- An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portf…☆12Jan 22, 2023Updated 3 years ago
- Operator Deep Smoothing☆14Feb 7, 2025Updated last year
- Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"☆17Jan 13, 2022Updated 4 years ago