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  1. FinPFN FinPFN Public

    Financial Prior-Data Fitted Network

    Jupyter Notebook

  2. Pairs-Trading-with-Machine-Learning Pairs-Trading-with-Machine-Learning Public

    Pair Trading Strategy using Machine Learning written in Python

    Python 113 35

  3. Chinese-Financial-News-Sentiment-Analysis Chinese-Financial-News-Sentiment-Analysis Public

    We apply from rule-based approach to BERT for a sentiment analysis task on financial texts.

    Jupyter Notebook 10 1

  4. Active-Portfolio-Management Active-Portfolio-Management Public

    factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition

    Jupyter Notebook 29 8

  5. Bankruptcy-Prediction-using-Machine-Learning Bankruptcy-Prediction-using-Machine-Learning Public

    Using various machine learning models to predict whether a company will go bankrupt

    Jupyter Notebook 26 7

  6. Option-Pricing-Package Option-Pricing-Package Public

    Option Pricing Package to calculate different options with different methods in Python

    Python 7 5