duongtran14/Partial-replication-of-Gu-Kelly-Xiu-2020-Empirical-Asset-Pricing-via-Machine-Learning.
Replication of the paper Empirical Asset Pricing via Machine Learning by Gu, Kelly, & Xiu (2020). Neural networks with 3 hidden layers are used to predict 30 years of US stock returns.
Stars
—
Forks
—
Language
Jupyter Notebook
License
Apache-2.0
Category
Last pushed
Mar 28, 2026
Commits (30d)
0
Get this data via API
curl "https://pt-edge.onrender.com/api/v1/quality/ml-frameworks/duongtran14/Partial-replication-of-Gu-Kelly-Xiu-2020-Empirical-Asset-Pricing-via-Machine-Learning."
Open to everyone — 100 requests/day, no key needed. Get a free key for 1,000/day.
Higher-rated alternatives
skfolio/skfolio
Python library for portfolio optimization built on top of scikit-learn
jankrepl/deepdow
Portfolio optimization with deep learning.
emoen/Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning...
WLM1ke/poptimizer
Оптимизация долгосрочного портфеля акций
baobach/mlfinpy
Mlfin.py is an advance Machine Learning toolbox for financial applications in Python.