• Home
  • Machine Learning& Data
  • What we do
  • Team
  • More
    • Home
    • Machine Learning& Data
    • What we do
    • Team
  • Home
  • Machine Learning& Data
  • What we do
  • Team

Factoring

25_portfolio_5*5 classical factor model

25_Portfolios_5x5_Daily (xlsx)Download

Ridge reg & parameters- reference paper

 Kozak,Nagel and Santosh(2020)

shrinking the cross-section (pdf)Download

Alternative dataset sample-China retail investor sentiment

Sentiment_retail investors_2023-08 (xls)Download

Auto encoder for empirical asset pricing -reference paper

  

Shihao Gu, Bryan Kelly, Dacheng Xiu 


Autoencoder Asset Pricing Models (pdf)Download

How US fed rate impulse on Hangseng Index

download-2 (png)Download
US fed rate impluse on Hangseng Index (png)Download

Predict China Stocks- features information gain ranking

Information gain ranking(2021-2022) (png)Download

Copyright © 2023 Hong Kong AAI Tech Partners Limited— 保留所有權利。

This website uses cookies.

We use cookies to analyze website traffic and optimize your website experience. By accepting our use of cookies, your data will be aggregated with all other user data.

Accept