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advances-in-financial-machine-learning

ai-economist

Foundation is a flexible, modular, and composable framework to model socio-economic behaviors and dynamics with both agents and governments. This framework can be used in conjunction with reinforcement learning to learn optimal economic policies, as done by the AI Economist (https://www.einstein.ai/the-ai-economist).

anomaliesphdmodule

Resources for a PhD class module focused on anomalies.

arga

This is a TensorFlow implementation of the Adversarially Regularized Graph Autoencoder(ARGA) model as described in our paper: Pan, S., Hu, R., Long, G., Jiang, J., Yao, L., & Zhang, C. (2018). Adversarially Regularized Graph Autoencoder for Graph Embedding, [https://www.ijcai.org/proceedings/2018/0362.pdf].

assayinganomalies

MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)

autoencoder-asset-pricing-models

Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)

awesome-systematic-trading

A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.

backtrader_paperswithbacktest

Python Backtesting library for trading strategies

bap

Bayesian Analysis with Python (Second Edition)

beamerecon

A template for a presentation using `beamer` in Economics in Nord colour palette.

betting-against-beta

This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.

blockchaineconomicsteaching

chen-velikov

Replication code for Chen and Velikov (2021), Zeroing in on the expected returns of anomalies.

cnn_graph

Convolutional Neural Networks on Graphs with Fast Localized Spectral Filtering

codewithmosh_sql_learningnotes

CodeWithMosh_Sql_LearningNotes

davf

Diffusion-Based Approximate Value Functions

deep-direct-reinforcement-learning-for-financial-signal-representation-and-trading

A deep learning model for Financial Signal Representation and Trading

deep-learning-book

Repository for "Introduction to Artificial Neural Networks and Deep Learning: A Practical Guide with Applications in Python"

detzel-novy-marx-velikov

Replication code for Detzel, Novy-Marx, and Velikov (2022), Model Comparison with Transaction Costs.

diffusion-models-papers-survey-taxonomy

Diffusion model papers, survey, and taxonomy

ding_causalinference_python

python implementation of Peng Ding's "First Course in Causal Inference" https://dataverse.harvard.edu/dataset.xhtml?persistentId=doi:10.7910/DVN/ZX3VEV

ecom025_2020

Financial Econometrics module (MSc level)

ecom151_2020

Big Data Applications in Finance module (MSc level)

equitycharacteristics

Calculate U.S. equity (portfolio) characteristics

finance-projects

generative-ai-for-beginners

18 Lessons, Get Started Building with Generative AI 🔗 https://microsoft.github.io/generative-ai-for-beginners/

getfactormodels

Retrieve data for various multi-factor asset pricing models.

gml2023

Graph Machine Learning course, Xavier Bresson, 2023

gte

Game Theory Explorer

habit-models-advanced-asset-pricing