This repo contains Python code to generate the global dataset of factor returns, stock returns, and firm characteristics from “Is there a Replication Crisis in Finance?” by Jensen, Kelly, and Pedersen ...
alpha-lib is a Python library that implements various algorithms and functions commonly used in quantitative finance and algorithmic trading. For financial data analysis, there are many algorithms ...
Abstract: To address the challenges of poor noise immunity and limited generalization performance in Li-ion battery modeling and state estimation (SE), a novel robust framework for parameter ...
Abstract: Newton systems in quadratic programming (QP) methods are often solved using direct Cholesky or LDL ⊤ factorizations. When the linear systems in successive iterations differ by a low-rank ...
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