factor-model topic
awesome-algorithmic-trading
A curated list of awesome algorithmic trading frameworks, libraries, software and resources
multi-factor-model
Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.
covFactorModel
Covariance Matrix Estimation via Factor Models
equity-risk-model
Attribution and optimisation using a multi-factor equity risk model.
FactorVAE
PyTorch implementation of FactorVAE
factor-pricing-model-risk-model
Package to build risk model for factor pricing model
Factor-risk-model-with-principal-component-analysis
This repository shows the application of PCA technique for risk factor modelling of financial securities.
The-Five-Factor-Personality-Test
Unsupervised learning coupled with applied factor analysis to the five-factor model (FFM), a taxonomy for personality traits used to describe the human personality and psyche, via descriptors of commo...