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Unsupervised
Bin Yang edited this page Mar 31, 2021
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repo | comment | created_at | last_commit | star_count | repo_status | rating |
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PCA Pairs Trading | PCA, Factor Returns, and trading strategies. | nan | nan | nan | ||
Industry Clustering | Clustering of industries. | 7/21/17 2:12 | 7/23/17 2:53 | 4 | ||
Pairs Trading | Finding pairs with cluster analysis. | 9/5/17 19:19 | 9/27/17 20:42 | 78 | ||
Industry Clustering | Project to cluster industries according to financial attributes. | 7/21/17 2:12 | 7/23/17 2:53 | 4 | ||
VRA Stock Embedding | Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history. | 6/21/17 4:47 | 6/21/17 4:51 | 32 | ||
Fund Clusters | Data exploration of fund clusters. | 4/16/18 22:18 | 6/7/18 22:01 | 3 |