/Deep_Learning_Asset_Pricing

Primary LanguageJupyter Notebook

Deep Learning Asset Pricing

Tested Under:

  • Tensorflow 1.12.0
  • Python 3.6

Conda Environment

Conda virtual environment can be created with: conda create --name myenv --file requirements.txt python=3.6.10

Usage

Check model_GAN.ipynb for training and model evaluation

Datasets and Sample Checkpoints

Datasets and sample model trained checkpoints can be found at Google Drive