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Results · “2020”
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OpenSourceAP
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
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329GitHub
Notebooks
differential-machine-learning
Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savin…
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148GitHub
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