Topic: factor-models Goto Github
Some thing interesting about factor-models
Some thing interesting about factor-models
factor-models,Estimation and inference for factor models in Asset Pricing.
User: a91quaini
factor-models,An R package for Factor Model Asset Pricing
User: a91quaini
factor-models,Penalized regression for multiple types of many features with missing data using expectation-maximization (EM) algorithm.
User: alexwky
factor-models,Jupyter notebooks implementing Finance projects
User: bmarroc
factor-models,This is the code for our publication Inferring Latent States in a Network Influenced by Neighbor Activities: An Undirected Generative Approach, IEEE International Conference on Acoustics, Speech and Signal Processing, New Orleans, LA, 2017
User: buddhikaum
factor-models,R codes and dataset for the estimation of the high-dimensional state space model proposed in the paper "A dynamic factor model approach to incorporate Big Data in state space models for official statistics" with Franz Palm, Stephan Smeekes and Jan van den Brakel.
User: cateschi
Home Page: https://rss.onlinelibrary.wiley.com/doi/full/10.1111/rssa.12626
factor-models,R package for fitting high-dimensional multivariate linear mixed effect models
User: deruncie
Home Page: https://deruncie.github.io/MegaLMM/
factor-models,matrix-valued time series methods
User: dx-li
Home Page: https://dx-li.github.io/MaVaTS/
factor-models,Julia package for simulating and estimating multi-level/hierarchical dynamic factor models (HDFMs).
User: gionikola
Home Page: http://giorginikolaishvili.com/DynamicFactorModeling.jl/dev/
factor-models,Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.
User: gzj1992
factor-models,Implementation of the FNETS methodology proposed in Barigozzi, Cho and Owens (2024) for network estimation and forecasting of high-dimensional time series
User: haeran-cho
factor-models,DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.
User: lakshmidrip
Home Page: https://lakshmidrip.github.io/DROP
factor-models,ESG investment portfolio system
User: nico-corthorn
factor-models,Implements different approaches to tactical and strategic asset allocation
User: oronimbus
factor-models,Estimating CAPM Betas of an equally weighted portfolio of Apple and Google from 2016 to 2021
User: plagat
factor-models,πThis repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com
User: purvasingh96
factor-models, Interactive Brokers Fundamental data for humans
Organization: quantbelt
factor-models,A repo to explore quantitative finance models, libraries and tooling.
User: rwuebker
factor-models,Code for implementing Factor Analysis with BLEssing of dimensionality (FABLE).
User: shounakch
factor-models,Repository for the AugmentedPCA Python package.
User: wecarsoniv
factor-models,A toolkit for asset pricing research
User: yuz0101
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