chuyu2021

chuyu2021's Stars

• xiubooth/ML_Codes

  Empirical Data and Some Simulation Codes

  Language:MATLAB9642

• Feng-CityUHK/EquityCharacteristicsSAS

  US equity (portfolio) characteristics, the main file is in SAS.

  Language:SAS168

• aneuhierl/arbitrage-portfolios

  Language:Jupyter Notebook96

• OpenSourceAP/CrossSection

  Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

  Language:Stata716215

• bkelly-lab/ipca

  Instrumented Principal Components Analysis

  Language:Python19975

• alvaromc317/asgl

  A regression solver for high dimensional penalized linear, quantile and logistic regression models'

  Language:Python7918

• jasonzy121/Deep_Learning_Asset_Pricing

  Language:Jupyter Notebook6046

• bkelly-lab/ReplicationCrisis

  Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)

  Language:R237116