Transparent and Efficient Financial Analysis

👑 Multivariate exploratory data analysis in Python — PCA, CA, MCA, MFA, FAMD, GPA

多因子指数增强策略/多因子全流程实现

An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.

GPU-accelerated Factors analysis library and Backtester

an R package for structural equation modeling and more

Code that might be useful to others for learning/demonstration purposes, specifically along the lines of modeling and various algorithms. **Superseded by the models-by-example repo**.

psychometrics package, including MIRT(multidimension item response theory), IRT(item response theory),GRM(grade response theory),CAT(computerized adaptive testing), CDM(cognitive diagnostic model), FA(factor analysis), SEM(Structural Equation Modeling) .

Multi-Omics Factor Analysis

Python machine learning applications in image processing, recommender system, matrix completion, netflix problem and algorithm implementations including Co-clustering, Funk SVD, SVD++, Non-negative Matrix Factorization, Koren Neighborhood Model, Koren Integrated Model, Dawid-Skene, Platt-Burges, Expectation Maximization, Factor Analysis, ISTA, F…

A Java library for classical test theory, item response theory, factor analysis, and other measurement techniques. It provide tools commonly used in psychometrics and operational testing programs.

Market Mix Modelling for an eCommerce firm to estimate the impact of various marketing levers on sales

An R package for Bayesian structural equation modeling

Application and data for analyzing and structuring portfolios for climate investing.

Fast, linear version of CorEx for covariance estimation, dimensionality reduction, and subspace clustering with very under-sampled, high-dimensional data

Alpha研究平台

本项目是一个完整的量化投资因子分析系统，专注于中国股票市场的因子研究和指数增强策略。系统从原始数据获取开始，经过因子生成、预处理、单因子测试，最终实现因子合成和正交化，提供指数增强模型的构建。整个系统采用模块化设计，各个组件之间有明确的数据流转关系，形成了一个完整的量化投资研究框架。

Inference for Gaussian copula factor models and its application to causal discovery.

Codebase for Cross-Spectral Factor Analysis (Gallagher et al., 2017)

Dimensionality Reduction technique in machine learning both theory and code in Python. Includes topics from PCA, LDA, Kernel PCA, Factor Analysis and t-SNE algorithm