My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
☆49Apr 21, 2020Updated 5 years ago
Alternatives and similar repositories for ML-in-equity-prediction
Users that are interested in ML-in-equity-prediction are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆28Updated this week
- A repository for machine learning based investment strategies☆28Nov 11, 2019Updated 6 years ago
- https://arxiv.org/abs/1805.01104☆123Dec 2, 2020Updated 5 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆150Jul 17, 2021Updated 4 years ago
- Empirical Data and Some Simulation Codes☆113Jun 24, 2019Updated 6 years ago
- Deploy open-source AI quickly and easily - Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Jun 22, 2022Updated 3 years ago
- ☆80Dec 22, 2022Updated 3 years ago
- ECON457 2018 Applied Computational Economics and Finance☆27Aug 26, 2017Updated 8 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18May 16, 2020Updated 5 years ago
- Financial Machine Learning☆151Jun 21, 2019Updated 6 years ago
- PhD 403: Empirical Asset Pricing☆28Dec 3, 2018Updated 7 years ago
- Trading Strategy Development☆13Nov 19, 2019Updated 6 years ago
- 利用Wind API更新周频与月频因子☆12Sep 3, 2019Updated 6 years ago
- ☆12Feb 18, 2025Updated last year
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- ☆174May 21, 2023Updated 2 years ago
- Calculate U.S. equity (portfolio) characteristics☆109Aug 9, 2024Updated last year
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆52May 19, 2020Updated 5 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆15Dec 21, 2021Updated 4 years ago
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Jul 15, 2020Updated 5 years ago
- This repository contains an automated trading system using machine learning for stock return prediction, position sizing and generating e…☆14Jun 15, 2019Updated 6 years ago
- US equity (portfolio) characteristics, the main file is in SAS.☆20Dec 21, 2023Updated 2 years ago
- Python code for Robust Identification of Investor Beliefs☆15Jan 6, 2021Updated 5 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Course site for MACS 30150 (Winter 2019) - Perspectives on Computational Modeling for Economics☆17Mar 18, 2019Updated 7 years ago
- A collection of ready-to-use code for creating beautiful Economics graphs in LaTeX.☆15Jun 29, 2020Updated 5 years ago
- Empirical Finance Course (PhD, Julia code)☆38Nov 24, 2024Updated last year
- ☆41Feb 10, 2021Updated 5 years ago
- Decision support from financial disclosures with deep neural networks and transfer learning☆40Nov 21, 2017Updated 8 years ago
- 从沪深300指数的日行情数据构建特征,用SVM预测指数的涨跌方向☆14Oct 16, 2018Updated 7 years ago
- An implementation of Olshausen and Field (96) in PyTorch☆32Aug 16, 2020Updated 5 years ago
- Machine Learning Estimation of Heterogeneous Causal Effects☆25Sep 6, 2021Updated 4 years ago
- This repository has code to scrape FINRA Trade data☆10Oct 15, 2019Updated 6 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- ☆11Aug 27, 2022Updated 3 years ago
- Use graph-based analysis to re-classify stocks and to improve Markowitz portfolio optimization☆20Mar 8, 2022Updated 4 years ago
- This repository hosts my reading notes for academic papers.☆100Jul 26, 2021Updated 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…☆12Apr 11, 2023Updated 3 years ago
- Simple trading bot for Poloniex cryptocurrency exchange using MACD indicator to place buy/sell orders.☆29Oct 9, 2017Updated 8 years ago
- R scripts related to finance. These scripts will be clones or adaptations of the works of the Systematic Investor and QuantStrat TradeR b…☆10Jun 5, 2015Updated 10 years ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆52Aug 19, 2018Updated 7 years ago