usydnlp / FedNLPLinks
This repository contains dataset for paper FedNLP: An interpretable NLP System to Decode Federal Reserve Communications, published in SIGIR2021 (Demo : https://www.fednlp.net/)
☆14Updated last year
Alternatives and similar repositories for FedNLP
Users that are interested in FedNLP are comparing it to the libraries listed below
Sorting:
- Codes to clean data and construct variables for empirical finance.☆11Updated 4 years ago
- Replication of the 5 Fama-French factors as constructed in their 2015 paper.☆25Updated 3 years ago
- US equity (portfolio) characteristics, the main file is in SAS.☆20Updated last year
- A package to sort stocks into portfolios and calculate weighted-average returns.☆17Updated 3 years ago
- Python Implementation of the Paper "Attention based dynamic graph neural network for asset pricing" -Published in Global Finance Journal☆12Updated 2 years ago
- Computational data tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation un…☆15Updated 8 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆36Updated 2 years ago
- Machine learning methods for identifing investment factors☆19Updated 4 years ago
- A modification of traditional random forest for time-series forecasting☆12Updated last year
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Updated 5 years ago
- Python implementation of the Three Pass Regression Filter☆14Updated 5 years ago
- The NLP News Sentiment Factor Trading Strategy for a Portfolio of S&P 500 Stocks☆12Updated 5 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Updated 3 years ago
- This notebook provides some skills to perform financial analysis on economical data.☆27Updated 3 years ago
- An open source library for the extraction of Federal Reserve Data.☆23Updated 2 years ago
- ☆19Updated 8 years ago
- ☆22Updated 3 years ago
- A repository for portfolio allocation based on embedding data representation☆12Updated 9 months 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 last month
- A repository for machine learning based investment strategies☆28Updated 6 years ago
- ☆21Updated 3 years ago
- ☆10Updated 4 years ago
- Reproduction of the paper "Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations"☆12Updated 2 years ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆35Updated 2 years ago
- 'Portfolio Analysis, methods for portfolio optimization'☆24Updated 4 years ago
- This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of eco…☆12Updated 2 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago
- Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV☆19Updated last year
- I created some notebooks about different concepts of financial engineering☆10Updated last month
- This module is a simple trading system. I will compelete it gradually☆12Updated 3 years ago