Alternatives and similar repositories for ML_Codes:

Users that are interested in ML_Codes are comparing it to the libraries listed below

• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆86Updated 6 months ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆68Updated 2 years ago
• LouisChen1992 / Deep_Learning_in_Asset_Pricing
  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
  ☆123Updated 3 years ago
• whyecofiliter / EAP
  empirical asset pricing
  ☆44Updated last year
• bkelly-lab / ReplicationCrisis
  Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
  ☆278Updated 3 months ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆52Updated 5 months ago
• genekindberg / DFM-Nowcaster
  A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python
  ☆25Updated 3 years ago
• kristina969 / Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market
  Machine learning methods for identifing investment factors
  ☆19Updated 2 years ago
• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆26Updated 8 years ago
• KarlNaumann / GarchMidas
  BSc Thesis on the Garch-Midas model
  ☆24Updated 2 years ago
• RichardS0268 / Autoencoder-Asset-Pricing-Models
  Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
  ☆77Updated 7 months ago
• hmamaysky / MSFE-Information
  Info for Columbia Business School MSFE students
  ☆14Updated 9 months ago
• bashtage / mfe-toolbox
  ☆102Updated 3 years ago
• Topaceminem / DCC-GARCH
  DCC GARCH modeling in Python
  ☆89Updated 5 years ago
• LouisChen1992 / Deep_Learning_Asset_Pricing
  ☆28Updated 4 years ago
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆36Updated 3 years ago
• leeway00 / Asset-Pricing-via-ML
  Empirical asset pricing via Machine Learning in the Korean market
  ☆35Updated 11 months ago
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆119Updated 4 years ago
• WencaiZheng / fix-income-quant-trading
  some interest rate models such as Vasicek and dynamic Nelson-Siegel model
  ☆16Updated 4 years ago
• sakethchityala / Fama-MacBeth
  This repo implements a Fama-MacBeth 2-stage regression to estimate factor risk premia, make inference on the risk premia, and test whethe…
  ☆13Updated 5 years ago
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆215Updated 2 years ago
• GabauerDavid / ConnectednessApproach
  ☆84Updated 7 months ago
• ZhangZhiHu / assetPricing
  ☆23Updated 7 years ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆16Updated 4 years ago
• Jianeng / Deep-Learning-in-Asset-Pricing
  https://arxiv.org/abs/1805.01104
  ☆110Updated 4 years ago
• mgao6767 / frds
  Financial research data services for academics.
  ☆87Updated 3 weeks ago
• Quantactix / ChinaAShareEquityCharacteristics
  Equity return and characteristics of China A-Share market
  ☆14Updated last year
• JellalYu / Multivariate-DCC-GARCH-model
  Multivariate DCC-GARCH model
  ☆15Updated 6 years ago
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆36Updated 7 years ago
• yolsever / ML-in-equity-prediction
  My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
  ☆48Updated 4 years ago