├── .gitignore ├── 1.1_stock_prices.ipynb ├── 1.2_jegadeesh_titman.ipynb ├── 1.3_fama_french.ipynb ├── 1.4_fama_macbeth.ipynb ├── 1.5_contrarian_trading.ipynb ├── 1.6_quant_factors.ipynb ├── 1.7_event_study.ipynb ├── 2.1_economic_indicators.ipynb ├── 2.2_regression_diagnostics.ipynb ├── 2.3_time_series.ipynb ├── 2.4_approximate_factors.ipynb ├── 2.5_economic_states.ipynb ├── 3.1_term_structure.ipynb ├── 3.2_bond_returns.ipynb ├── 3.3_options_pricing.ipynb ├── 3.4_value_at_risk.ipynb ├── 3.5_covariance_matrix.ipynb ├── 3.6_market_microstructure.ipynb ├── 3.7_event_risk.ipynb ├── 4.1_network_graphs.ipynb ├── 4.2_community_detection.ipynb ├── 4.3_graph_centrality.ipynb ├── 4.4_link_prediction.ipynb ├── 4.5_spatial_regression.ipynb ├── 5.1_fomc_topics.ipynb ├── 5.2_management_sentiment.ipynb ├── 5.3_business_textual.ipynb ├── 6.1_classification_models.ipynb ├── 6.2_regression_models.ipynb ├── 6.3_deep_learning.ipynb ├── 6.4_convolutional_net.ipynb ├── 6.5_recurrent_net.ipynb ├── 6.6_reinforcement_learning.ipynb ├── 6.7_language_modeling.ipynb ├── 7.1_large_language_models.ipynb ├── 7.2_llm_finetuning.ipynb ├── 7.3_llm_prompting.ipynb ├── 7.4_llm_agents.ipynb ├── LICENSE ├── README.md └── assets ├── FRED-MD_2015m5.csv ├── FRED-QD_2020m04.csv ├── MSDTRPL_EC013-H-2020-1602198302.webp ├── MVCP.md ├── all-data.csv ├── diagram.png ├── lim-fig6.png ├── malo-fig4.png └── pork-bellies!.mp3 /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/terence-lim/financial-data-science-notebooks/HEAD/.gitignore -------------------------------------------------------------------------------- /1.1_stock_prices.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/terence-lim/financial-data-science-notebooks/HEAD/1.1_stock_prices.ipynb -------------------------------------------------------------------------------- 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