☆28Jun 23, 2026Updated last month
Alternatives and similar repositories for Evaluation-of-Machine-Learning-in-Asset-Pricing
Users that are interested in Evaluation-of-Machine-Learning-in-Asset-Pricing are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆50Apr 21, 2020Updated 6 years ago
- Empirical Data and Some Simulation Codes☆115Jun 24, 2019Updated 7 years ago
- https://arxiv.org/abs/1805.01104☆124Dec 2, 2020Updated 5 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
- US equity (portfolio) characteristics, the main file is in SAS.☆21Dec 21, 2023Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- The code for network autoregression model (NAR)☆10May 12, 2016Updated 10 years ago
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆22Aug 8, 2022Updated 3 years ago
- Repository hosing the carbon policy shocks identified in Känzig (2023)☆15May 5, 2026Updated 2 months ago
- Factor-Based Imputation for Missing Data☆66Jan 24, 2025Updated last year
- Slides and code used in the lectures☆12Aug 12, 2019Updated 6 years ago
- ECON457 2018 Applied Computational Economics and Finance☆27Aug 26, 2017Updated 8 years ago
- Code to accompany the paper "Pricing Uncertainty Induced by Climate Change"☆19Dec 17, 2021Updated 4 years ago
- ☆16Sep 5, 2020Updated 5 years ago
- The asymptotic normal distribution properties☆16Mar 24, 2018Updated 8 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.
- Data matching for corporate governance research☆20Apr 23, 2024Updated 2 years ago
- Python code for Robust Identification of Investor Beliefs☆15Jan 6, 2021Updated 5 years ago
- Lexicon-based Sentiment Analysis for Economic and Financial Applications in R☆25Mar 6, 2024Updated 2 years ago
- ☆18Jul 22, 2021Updated 5 years ago
- This repository contains the public databases and code for the US Federal Debt project, which has been undertaken by Professor Tom Sargen…☆11Sep 11, 2018Updated 7 years ago
- Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python☆13Apr 12, 2023Updated 3 years ago
- A repository for machine learning based investment strategies☆28Nov 11, 2019Updated 6 years ago
- ☆23Jul 1, 2023Updated 3 years ago
- Alpha 研究平台☆21Sep 6, 2021Updated 4 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.
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 5 years ago
- ☆25May 4, 2021Updated 5 years ago
- Paul Söderlind's finance/econ codes☆20Oct 25, 2024Updated last year
- A Matlab Package to implement Bayesian Inference, forecast and simulation for stochastic volatility models including LSTM-SV, SV, etc.☆21Apr 25, 2023Updated 3 years ago
- DSGE, Macroeconomic Model, matlab, julia, python, dynare☆53Nov 1, 2019Updated 6 years ago
- Course Website for Causal Inference at UCSD☆19Mar 25, 2018Updated 8 years ago
- Computational data tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation un…☆15May 1, 2017Updated 9 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Sep 2, 2018Updated 7 years ago
- Python version of XKCD comic 2048☆11Sep 27, 2018Updated 7 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.
- Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)☆134Oct 6, 2020Updated 5 years ago
- Dimension Reduction Methods for Multivariate Time Series☆62May 21, 2025Updated last year
- Estimation and forecasting of VAR model with the Lasso☆33Nov 19, 2025Updated 8 months ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆24Aug 12, 2022Updated 3 years ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆53Aug 19, 2018Updated 7 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- Several SAS Utilities, some mine, some others☆31Oct 7, 2010Updated 15 years ago