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zcymagic's Projects

alphagen icon alphagen

Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

asset-pricing-model icon asset-pricing-model

PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics

barra_risk icon barra_risk

A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. Created by Rosemary He Sept. 2019, under Zhiqiang Zhang.

bert_nli icon bert_nli

A Natural Language Inference (NLI) model based on Transformers (BERT and ALBERT)

business-cycles icon business-cycles

Source files of the minicourse "Business Cycles and How to Tame Them"

chinesenlpcorpus icon chinesenlpcorpus

中文自然语言处理数据集,平时做做实验的材料。欢迎补充提交合并。

data-cleans icon data-cleans

This repo has code to do primary data cleaning for Compustat / Crsp from WRDS

dsge-2015-apr icon dsge-2015-apr

Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"

elegantrl icon elegantrl

Massively Parallel Deep Reinforcement Learning. 🔥

finbert icon finbert

A Pretrained BERT Model for Financial Communications. https://arxiv.org/abs/2006.08097

fingpt icon fingpt

Data-Centric FinGPT. Open-source for open finance! Revolutionize 🔥 We'll soon release the trained model.

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