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

   Pair Trading Strategy using Machine Learning written in Python

   Python 111 35

2. Active-Portfolio-Management Active-Portfolio-Management Public

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

   Jupyter Notebook 28 8

3. 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 24 7

4. 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

5. Credit-Risk-Modeling Credit-Risk-Modeling Public

   Credit Risk Modeling for Retail Loans

   Jupyter Notebook 7 5

6. The-Impact-of-Earnings-Report-on-Stock-Price The-Impact-of-Earnings-Report-on-Stock-Price Public

   The Impact of Earnings Report on Stock Price in C++

   C++ 2 1