├── README.md ├── config └── config.json ├── config_RF ├── .ipynb_checkpoints │ └── config_RF_1-checkpoint.json └── config_RF_1.json ├── create_RF_data.py ├── model_GAN.ipynb ├── run.py ├── run_RtnFcst_ensembles.py └── src ├── data └── data_layer.py ├── model ├── model_GAN.py ├── model_RtnFcst.py ├── model_base.py └── model_utils.py └── utils.py /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/LouisChen1992/Deep_Learning_Asset_Pricing/HEAD/README.md -------------------------------------------------------------------------------- /config/config.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/LouisChen1992/Deep_Learning_Asset_Pricing/HEAD/config/config.json -------------------------------------------------------------------------------- /config_RF/.ipynb_checkpoints/config_RF_1-checkpoint.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/LouisChen1992/Deep_Learning_Asset_Pricing/HEAD/config_RF/.ipynb_checkpoints/config_RF_1-checkpoint.json -------------------------------------------------------------------------------- /config_RF/config_RF_1.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/LouisChen1992/Deep_Learning_Asset_Pricing/HEAD/config_RF/config_RF_1.json -------------------------------------------------------------------------------- /create_RF_data.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/LouisChen1992/Deep_Learning_Asset_Pricing/HEAD/create_RF_data.py -------------------------------------------------------------------------------- /model_GAN.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/LouisChen1992/Deep_Learning_Asset_Pricing/HEAD/model_GAN.ipynb -------------------------------------------------------------------------------- /run.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/LouisChen1992/Deep_Learning_Asset_Pricing/HEAD/run.py -------------------------------------------------------------------------------- /run_RtnFcst_ensembles.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/LouisChen1992/Deep_Learning_Asset_Pricing/HEAD/run_RtnFcst_ensembles.py -------------------------------------------------------------------------------- /src/data/data_layer.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/LouisChen1992/Deep_Learning_Asset_Pricing/HEAD/src/data/data_layer.py -------------------------------------------------------------------------------- /src/model/model_GAN.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/LouisChen1992/Deep_Learning_Asset_Pricing/HEAD/src/model/model_GAN.py -------------------------------------------------------------------------------- /src/model/model_RtnFcst.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/LouisChen1992/Deep_Learning_Asset_Pricing/HEAD/src/model/model_RtnFcst.py -------------------------------------------------------------------------------- /src/model/model_base.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/LouisChen1992/Deep_Learning_Asset_Pricing/HEAD/src/model/model_base.py -------------------------------------------------------------------------------- /src/model/model_utils.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/LouisChen1992/Deep_Learning_Asset_Pricing/HEAD/src/model/model_utils.py -------------------------------------------------------------------------------- /src/utils.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/LouisChen1992/Deep_Learning_Asset_Pricing/HEAD/src/utils.py --------------------------------------------------------------------------------