Topic: asset-pricing Goto Github
Some thing interesting about asset-pricing
Some thing interesting about asset-pricing
asset-pricing,Estimation and inference for factor models in Asset Pricing.
User: a91quaini
asset-pricing,A main CTA backtesting system and several research of utilizing machine learning on asset pricing
User: abnerteng
asset-pricing,Interpolating Neural Networks in Asset Pricing Data. Supports Distributed Training in TensorFlow.
User: akashsonowal
asset-pricing,AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库
Organization: akfamily
Home Page: https://akshare.akfamily.xyz
asset-pricing,Financial Portfolios, Modern Portfolio Theory, and Asset Pricing
User: annguyen308
asset-pricing,Repository of the 'Pricing under Rough Volatility Models' Student Lab
User: artemysazonov
asset-pricing,Repository of the 'Stochastic Volatility Models' Student Lab
User: artemysazonov
asset-pricing,Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"
User: asaficontact
asset-pricing,In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM), Artificial Neural Networks (ANN), and Sentiment Analysis in an effort to predict the directional changes in exchange rates for a list of developed and developing countries.
User: asaficontact
asset-pricing,Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
User: bashtage
Home Page: https://bashtage.github.io/linearmodels/
asset-pricing,Asset pricing models for deterministic, gaussian, markov chains, etc
User: bebinjoseph
asset-pricing,Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
User: bottama
asset-pricing,In this study, I empirically and statistically investigate the credibility of common asset pricing beliefs using data from S&P 500® constituents from January 2010–December 2020.
User: csatzky
asset-pricing,The repository documents the implementation of Portfolio Analysis from 'Empirical asset pricing' using Python
User: cufeyue
asset-pricing,This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of economics at FGV-SP on 2020 by prof. Marcelo Fernandes.
User: dcuoliveira
asset-pricing,Methods in my PhD thesis
User: dumengkun
asset-pricing,A list of online resources for quantitative modeling, trading, portfolio management
User: elitequant
asset-pricing,Risk Premia Estimation (FamaMacbeth and Three-pass)
User: hobinkwak
asset-pricing,Replication of the methodology of Daniel and Titman (1997) for constructing pre-formation and constant-weight allocation Fama-French factors.
User: ioannisrpt
asset-pricing,Replication of the 5 Fama-French factors as constructed in their 2015 paper.
User: ioannisrpt
asset-pricing,A package to sort stocks into portfolios and calculate weighted-average returns.
User: ioannisrpt
Home Page: https://pypi.org/project/PortSort/
asset-pricing,This repository consists several bots encoding various algorithmic trading strategies. The aim here is for absolute beginners in stock trading to get familiar with the various aspects of the market. All you need is basics of statistics and python to understand the underlying metrics and conditions utilized to make decisions. Contributions welcome.
User: ktiwari9
Home Page: https://ktiwari9.github.io/algotradingbot/
asset-pricing,thesis research on applying deep learning in asset pricing with Generative Adversarial Model
User: lingjie00
asset-pricing,Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
User: longonly
asset-pricing,Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
Organization: mathsci
Home Page: https://git.io/econ
asset-pricing,Nominal-GDP-targeting-tax-burden (Hatcher and Lyu, 2024)
User: mchatcher
asset-pricing,This repository provides code and files for the paper "Heterogeneous beliefs and short selling taxes: A note"
User: mchatcher
asset-pricing,Codes to clean data and construct variables for empirical finance.
User: mk0417
asset-pricing,The basic implementation of the famous Capital asset pricing model and portfolio assessment based on the Capital Asset Pricing Model.
User: mohithsathyanarayanan
asset-pricing,This code was written for my Linear Algebra capstone project. I analyze the performance of ARK Invest, an investment firm specializing in actively managed Exchange Traded Funds (ETFs). My analysis is motivated by the broader debate over whether active investors can generate superior returns to passive funds.
User: monroegamble
asset-pricing,
User: nanyeonk
asset-pricing,Code for "Methodological Uncertainty in Portfolio Sorts".
User: patrick-weiss
Home Page: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4164117
asset-pricing,The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.
User: pig618
asset-pricing,Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
User: richards0268
Home Page: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3335536
asset-pricing,Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
User: rsvp
Home Page: https://git.io/econ
asset-pricing,Routines for the valuation of cross-holdings of financial contracts
User: siebenbrunner
asset-pricing,Script to perform the asset pricing test of Gibbons, Ross, and Shanken (1989)
User: steffengue
asset-pricing,Repository to perform portfolio sorts for empirical asset pricing
User: steffengue
asset-pricing,Code to generate all tables and figures of "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios", Critical Finance Review (forthcoming).
User: thiago-os
asset-pricing,Historical performance of single-sort investment strategies.
User: thiago-os
asset-pricing,This repository hosts the source code for the website tidy-finance.org
Organization: tidy-finance
Home Page: https://tidy-finance.org
asset-pricing,Machine Learning in Asset Pricing: Time-Series and Cross-Sectional Forecasting of Excess Equity Returns
User: tmro98
asset-pricing,Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”
Organization: vfci
asset-pricing,This project consists of custom built modelling frameworks for pricing equity assets. Through the project's evolution, the framework evolves from a single case Discounted Cash Flow model to an interactive Probability Weighted Discounted Cash Flow model that includes multiple cases, multiple supporting models and is all built in Excel while utilizing the Visual Basic programming language.
User: wyattm94
asset-pricing,Retrieve data for various multi-factor asset pricing models.
User: x512
asset-pricing,A toolkit for asset pricing research
User: yuz0101
asset-pricing,This repository hosts my reading notes for academic papers.
User: zhanghaitao1
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