xinhe97 / StepwiseSelectionOLSLinks
Best Subset Selection, Forward Stepwise, Backward Stepwise Classes in sk-learn style.
☆15Updated 5 years ago
Alternatives and similar repositories for StepwiseSelectionOLS
Users that are interested in StepwiseSelectionOLS are comparing it to the libraries listed below
Sorting:
- A modification of traditional random forest for time-series forecasting☆12Updated last year
- Alpha model skeletons & examples☆12Updated 2 years ago
- Linear regression modelling of the Ames housing dataset, with the goal of predicting the house sale price, as published in Towards Data S…☆10Updated last month
- This is the time series forecasting models modified by xinze.zh.☆12Updated 2 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Updated 3 years ago
- A Hybrid Method of Exponential Smoothing and Recurrent Neural Networks for Multivariate Time Series Forecasting☆13Updated 3 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Updated 4 years ago
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Updated 5 years ago
- Parameter Efficient Deep Probabilistic Forecasting☆14Updated 3 years ago
- Winning Solution for the M5 Competition for Uncertainty Forecasting☆10Updated 2 years ago
- ☆10Updated 4 years ago
- Python implementation of the Three Pass Regression Filter☆14Updated 5 years ago
- Replication of the 5 Fama-French factors as constructed in their 2015 paper.☆25Updated 3 years ago
- ☆17Updated 2 years ago
- Portfolio Risk Assessment leveraging Probabilistic Deep Neural Networks☆20Updated 7 months ago
- A Data Science pipeline for Algorithmic Trading: A comparative study in applications to Finance and cryptoeconomics☆14Updated 3 years ago
- ☆18Updated 3 years ago
- This module is a simple trading system. I will compelete it gradually☆12Updated 3 years ago
- A package to sort stocks into portfolios and calculate weighted-average returns.☆17Updated 3 years ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Updated 7 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
- A small framework to benchmark forecasting models via backtesting☆13Updated 2 years ago
- The source code of paper "Multi-step-ahead Prediction from Short-term Data by Delay-Embedding-based Forecast Machine"☆18Updated last year
- This repository contains the experiments of our paper titled, "Ensembles of Localised Models for Time Series Forecasting" which is online…☆15Updated 4 years ago
- Underlying package for the 10-line cta☆12Updated this week
- Second coursework & case from Sber Data Science competition. Links to scientific papers to which I will refer will be here.☆13Updated 4 years ago
- ☆14Updated 2 years ago
- ☆10Updated 4 years ago
- ☆10Updated 4 years ago
- 3D Tensor-based Deep Learning Models for Predicting Option Price☆21Updated 6 months ago