├── .gitignore ├── Forecasting high‐frequency excess stock returns via data analytics and machine.pdf ├── README-image ├── image-20230314121903928.png ├── image-20230314121923028.png ├── image-20230314121953269.png ├── image-20230314122006654.png └── image-20230318224243380.png ├── README.md ├── functions.py └── high-frequency-factors.ipynb /.gitignore: -------------------------------------------------------------------------------- 1 | /data 2 | /factor 3 | 草稿.py 4 | *.csv 5 | -------------------------------------------------------------------------------- /Forecasting high‐frequency excess stock returns via data analytics and machine.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeremy-feng/high-frequency-factors/HEAD/Forecasting high‐frequency excess stock returns via data analytics and machine.pdf -------------------------------------------------------------------------------- /README-image/image-20230314121903928.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeremy-feng/high-frequency-factors/HEAD/README-image/image-20230314121903928.png -------------------------------------------------------------------------------- /README-image/image-20230314121923028.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeremy-feng/high-frequency-factors/HEAD/README-image/image-20230314121923028.png -------------------------------------------------------------------------------- /README-image/image-20230314121953269.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeremy-feng/high-frequency-factors/HEAD/README-image/image-20230314121953269.png -------------------------------------------------------------------------------- /README-image/image-20230314122006654.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeremy-feng/high-frequency-factors/HEAD/README-image/image-20230314122006654.png -------------------------------------------------------------------------------- /README-image/image-20230318224243380.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeremy-feng/high-frequency-factors/HEAD/README-image/image-20230318224243380.png -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeremy-feng/high-frequency-factors/HEAD/README.md -------------------------------------------------------------------------------- /functions.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeremy-feng/high-frequency-factors/HEAD/functions.py -------------------------------------------------------------------------------- /high-frequency-factors.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeremy-feng/high-frequency-factors/HEAD/high-frequency-factors.ipynb --------------------------------------------------------------------------------