xiubooth / ML_CodesLinks
Empirical Data and Some Simulation Codes
☆109Updated 6 years ago
Alternatives and similar repositories for ML_Codes
Users that are interested in ML_Codes are comparing it to the libraries listed below
Sorting:
- Calculate U.S. equity (portfolio) characteristics☆107Updated last year
- ☆79Updated 3 years ago
- empirical asset pricing☆49Updated 2 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆147Updated 4 years ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆352Updated 3 weeks ago
- ☆109Updated 4 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- Heterogeneous Autoregressive model of Realized Volatility (HAR-RV), introduced by F Corsi (2009).☆12Updated 5 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆27Updated 9 years ago
- Instrumented Principal Components Analysis☆248Updated 3 years ago
- Python Nowcasting☆132Updated 4 years ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆37Updated 2 years ago
- Example code of simple things one can do with our open-source asset pricing data☆53Updated last year
- Empirical asset pricing via Machine Learning in the Korean market☆46Updated last year
- Replication of momentum strategy☆20Updated 3 years ago
- Financial research data services for academics.☆98Updated 5 months ago
- Pricing the Term Structure with Linear Regressions☆42Updated 8 years ago
- ☆51Updated 3 months ago
- Economic Impact of Federal Reserve Speeches and Press Releases☆13Updated 6 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Updated 5 years ago
- BSc Thesis on the Garch-Midas model☆29Updated 3 years ago
- FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…☆31Updated 3 years ago
- ☆55Updated 5 months ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆45Updated 3 years ago
- ☆24Updated 8 years ago
- Equity return and characteristics of China A-Share market☆25Updated 2 years ago
- Replication Code for Identifying Price Informativeness☆13Updated 4 years ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆52Updated 7 years ago
- Multivariate DCC-GARCH model☆16Updated 7 years ago
- ☆28Updated 4 years ago