empirical asset pricing
☆49Sep 23, 2023Updated 2 years ago
Alternatives and similar repositories for EAP
Users that are interested in EAP are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A lean package to estimate financial asset betas☆13Feb 12, 2023Updated 3 years ago
- Machine learning methods for identifing investment factors☆20Nov 9, 2021Updated 4 years ago
- Machine Learning in Asset Pricing: Time-Series and Cross-Sectional Forecasting of Excess Equity Returns☆16Sep 21, 2023Updated 2 years ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆49Jan 26, 2023Updated 3 years ago
- RFS2020年论文Emperical asset pricing via machine learning复现☆35Feb 26, 2022Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆11Mar 19, 2018Updated 8 years ago
- 武汉大学金融科技研讨班☆394Jun 4, 2026Updated last week
- Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python☆13Apr 12, 2023Updated 3 years ago
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆31Mar 6, 2025Updated last year
- ☆17Jul 22, 2021Updated 4 years ago
- ☆16Aug 22, 2017Updated 8 years ago
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆40Feb 17, 2026Updated 3 months ago
- PhD 403: Empirical Asset Pricing☆27Dec 3, 2018Updated 7 years ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆38Feb 9, 2023Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆11Jun 9, 2021Updated 5 years ago
- Python codes for GARCH-MIDAS model (estimation & forecast)☆16Jan 28, 2023Updated 3 years ago
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆10Jun 11, 2019Updated 7 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆20Jun 14, 2024Updated 2 years ago
- Empirical asset pricing via Machine Learning in the Korean market☆49Mar 1, 2024Updated 2 years ago
- 遗传算法的C++实现,计算函数的最大值☆11Jun 5, 2018Updated 8 years ago
- Resources for a PhD class module focused on anomalies.☆21Jun 7, 2024Updated 2 years ago
- ☆15Mar 16, 2024Updated 2 years ago
- FamaFrench(1992)论文复现;FamaFrench三因子模型;python☆46Jan 26, 2021Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Python implementation of Markov Switching Model using Bayesian inference (Gibbs Sampling) by Lim et al (2020)☆10Dec 4, 2022Updated 3 years ago
- DSGE, Macroeconomic Model, matlab, julia, python, dynare☆53Nov 1, 2019Updated 6 years ago
- Empirical Data and Some Simulation Codes☆115Jun 24, 2019Updated 6 years ago
- 波动率指数的计算,修改自https://github.com/Alexdachen/ivix☆18Mar 21, 2019Updated 7 years ago
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Mar 1, 2020Updated 6 years ago
- generic project files☆39Sep 17, 2016Updated 9 years ago
- Replication of key GARCH model papers☆37Mar 10, 2016Updated 10 years ago
- ☆57Oct 20, 2025Updated 7 months ago
- Stock investment can be one of the ways to manage one’s asset. Technical analysis is sometimes used in financial markets to assist trader…☆14Sep 30, 2020Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- 爬取谷歌专利☆12Aug 23, 2019Updated 6 years ago
- Machine Learning-Driven Quantamental Investing☆150Jun 25, 2020Updated 5 years ago
- Generalized Method of Moments estimation☆15Mar 23, 2025Updated last year
- An Introduction to Computational Macroeconomics (U Tokyo 2022)☆14Jul 13, 2022Updated 3 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- Applied BERT based model to extract relations from 29 annual reports of listed companies and news; Used spaCy library and BERT model for …☆13Feb 2, 2022Updated 4 years ago
- Project that uses deep learning to forecast stock returns and defines the optimal allocation for a maximum☆22Apr 23, 2021Updated 5 years ago