Utilized sentiment-based features to predict cryptocurrency returns, models used: Random Forest Classifier, Random Forest Regressor, and VAR time-series model
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Jan 1, 2021 - Python
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return-prediction
Here are 8 public repositories matching this topic...
Prediction of Order Returns of an Online Clothing Retailer (Real-World Data) With XGBoost and Random Forest
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Mar 28, 2021 - R
Cross-sectional Transformer and FFN for stock return prediction and alpha generation. Implements GKX (2020) NN5 replication and MSRR loss (Kelly et al. 2025) for direct portfolio Sharpe optimization. Avg SDF Sharpe 2.05, significant alpha (t=5.34) unexplained by FF5+Momentum.
machine-learning deep-learning neural-network signal-processing pytorch transformer portfolio-optimization quantitative-finance cross-sectional asset-pricing stock-prediction self-attention return-prediction factor-investing empirical-finance quant-research quant-finance alpha-research alpha-generation stochastic-discount-factor
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Apr 13, 2026 - Python
P.A.P.E.R. Platform for Asset-Pricing Experimentation and Research
machine-learning asset-pricing fama-french return-prediction empirical-asset-pricing fama-french-3-factor
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Jun 22, 2025 - Python
RetireRich is a python based application to calculate and analyze the risk-return of the investment funds as compared to the S&P 500 Index.
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Oct 9, 2022 - Jupyter Notebook
Forecast Monthly Excess Returns of the CRSP Value-Weighted Market Index
machine-learning random-forest jupyter-notebook quantitative-finance ridge-regression return-prediction
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Apr 14, 2025 - Jupyter Notebook
Penentuan Peluang Naik Turun Harga Saham Harian 1 Interval dengan Simulasi Markov Chain
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Oct 19, 2019 - MATLAB
Statistical learning workflow for stock-level return prediction using linear models, LightGBM, and neural networks on equity factor data.
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Apr 16, 2026 - Jupyter Notebook
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