shizelong1985 Goto Github PK

ap_trees

利用tree-Asset Pricing portfolio creation algorithm

ar-dcc_residual_analysis

autoregressive-dynamic conditional correlation model with residual analysis, Designed for fMRI analysis(Dynamic Functional Connectivity), useful for other applications too.

arima-lstm-hybrid-corrcoef-predict

Applied an ARIMA-LSTM hybrid model to predict future price correlation coefficients of two assets

article-reproduce-do-index-funds-monitor-rfs2020

RFS 2020年论文《Do Index Fund Monitor》复现

article-reproduce-emperical-asset-pricing-via-machine-learning-rfs2020

RFS2020年论文Emperical asset pricing via machine learning复现

asset-pricing

asset-pricing-1

asset-pricing-2

Asset Pricing 2019

asset-pricing-model

PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics

asset-pricing-replica

asset-pricing-replication-1

asset-pricing-replication-2

asset-pricing-series

Asset Pricing projects both traditional and Deep Learning approaches

asset_project

Quantitative Risk and Asset Management Project - HEC Lausanne

assetpricer

Collection of asset pricing functions

assetpricing

assetpricingtests

R package for the estimation of asset pricing models using GMM

ate

Non-parametric estimation and inference for average treatment effects based on covariate balancing.

attention-based-dynamic-graph-learning-framework-for-asset-pricing

This is a tensorflow-keras implementation of our paper "Attention Based Dynamic Graph Learning Framework for Asset Pricing"

augsynth

Augmented Synthetic Control Method

autoencoder

Autoencoder asset pricing model

autoencoder_factor

simple implementation of Autoencoder Asset Pricing Models

autoencoders_mlp_stock_pred_wip

awesome-causality-algorithms

An index of algorithms for learning causality with data

awesome-network-analysis

网络分析资源A curated list of awesome network analysis resources.

awesome-python-cn

Python资源大全中文版，包括：Web框架、网络爬虫、模板引擎、数据库、数据可视化、图片处理等，由伯乐在线持续更新。

awesome_lists

Awesome Lists for Tenure-Track Assistant Professors and PhD students. (助理教授/博士生生存指南)

backcusum

R-package accompanying the paper "Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data"

bacon

Bacon decomposition for differences-in-differences

bagel

Codes to replicate analysis in Baker & Gelbach (2020)