From 561344cd570b29b94399517ae0ba2f91fac76953 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Mon, 11 Mar 2024 07:31:51 -0300 Subject: [PATCH] Added Autoencoder-Asset-Pricing-Models --- README.md | 1 + site/index.qmd | 3 ++- 2 files changed, 3 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index 74858f50..9b309d52 100644 --- a/README.md +++ b/README.md @@ -529,3 +529,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [QuantFinanceTraining](https://github.com/JoaoJungblut/QuantFinanceTraining) - This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference. - [Statistical-Learning-based-Portfolio-Optimization](https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization) - This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018). - [book_irds3](https://github.com/attack68/book_irds3) - Code repository for Pricing and Trading Interest Rate Derivatives. +- [Autoencoder-Asset-Pricing-Models](https://github.com/RichardS0268/Autoencoder-Asset-Pricing-Models) - Reimplementation of Autoencoder Asset Pricing Models ([GKX, 2019](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3335536)) diff --git a/site/index.qmd b/site/index.qmd index 0454156a..7b771f66 100644 --- a/site/index.qmd +++ b/site/index.qmd @@ -519,4 +519,5 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Quant-Finance-With-Python-Code](https://github.com/lingyixu/Quant-Finance-With-Python-Code) - Repo for code examples in Quantitative Finance with Python by Chris Kelliher - [QuantFinanceTraining](https://github.com/JoaoJungblut/QuantFinanceTraining) - This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference. - [Statistical-Learning-based-Portfolio-Optimization](https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization) - This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018). -- [book_irds3](https://github.com/attack68/book_irds3) - Code repository for Pricing and Trading Interest Rate Derivatives. \ No newline at end of file +- [book_irds3](https://github.com/attack68/book_irds3) - Code repository for Pricing and Trading Interest Rate Derivatives. +- [Autoencoder-Asset-Pricing-Models](https://github.com/RichardS0268/Autoencoder-Asset-Pricing-Models) - Reimplementation of Autoencoder Asset Pricing Models ([GKX, 2019](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3335536)) \ No newline at end of file