A Factor Model for Persistence in Investment Manager Performance

Overview

Factor-Model-Manager-Performance

A Factor Model for Persistence in Investment Manager Performance

I apply methods and processes similar to those used in the following paper in Iran. I show that the results regarding managers' behavior do not hold true in Iran.

Nicolas P. B. Bollen, Jeffrey A. Busse, Short-Term Persistence in Mutual Fund Performance, The Review of Financial Studies, Volume 18, Issue 2, Summer 2005, Pages 569–597, https://doi.org/10.1093/rfs/hhi007

Owner
Omid Arhami
Currently, a graduate business and engineering student looking for a Ph.D. position in Operations Management, Statistics, Data Science, or related area.
Omid Arhami
K-Means Clustering and Hierarchical Clustering Unsupervised Learning Solution in Python3.

Unsupervised Learning - K-Means Clustering and Hierarchical Clustering - The Heritage Foundation's Economic Freedom Index Analysis 2019 - By David Sal

David Salako 1 Jan 12, 2022
A PyTorch Implementation of SphereFace.

SphereFace A PyTorch Implementation of SphereFace. The code can be trained on CASIA-Webface and the best accuracy on LFW is 99.22%. SphereFace: Deep H

carwin 685 Dec 09, 2022
The implementation of FOLD-R++ algorithm

FOLD-R-PP The implementation of FOLD-R++ algorithm. The target of FOLD-R++ algorithm is to learn an answer set program for a classification task. Inst

13 Dec 23, 2022
DCSAU-Net: A Deeper and More Compact Split-Attention U-Net for Medical Image Segmentation

DCSAU-Net: A Deeper and More Compact Split-Attention U-Net for Medical Image Segmentation By Qing Xu, Wenting Duan and Na He Requirements pytorch==1.1

Qing Xu 20 Dec 09, 2022
Learned model to estimate number of distinct values (NDV) of a population using a small sample.

Learned NDV estimator Learned model to estimate number of distinct values (NDV) of a population using a small sample. The model approximates the maxim

2 Nov 21, 2022
PFFDTD is an open-source FDTD simulator for 3D room acoustics

PFFDTD is an open-source FDTD simulator for 3D room acoustics

Brian Hamilton 34 Nov 24, 2022
Canonical Appearance Transformations

CAT-Net: Learning Canonical Appearance Transformations Code to accompany our paper "How to Train a CAT: Learning Canonical Appearance Transformations

STARS Laboratory 54 Dec 24, 2022
Neighborhood Reconstructing Autoencoders

Neighborhood Reconstructing Autoencoders The official repository for Neighborhood Reconstructing Autoencoders (Lee, Kwon, and Park, NeurIPS 2021). T

Yonghyeon Lee 24 Dec 14, 2022
StableSims is an open-source project aimed at simulating MakerDAO's Dai stablecoin system

StableSims is an open-source project aimed at simulating MakerDAO's Dai stablecoin system, initially used for researching optimal incentive parameters for Liquidations 2.0.

Blockchain at Berkeley 52 Nov 21, 2022
API for RL algorithm design & testing of BCA (Building Control Agent) HVAC on EnergyPlus building energy simulator by wrapping their EMS Python API

RL - EmsPy (work In Progress...) The EmsPy Python package was made to facilitate Reinforcement Learning (RL) algorithm research for developing and tes

20 Jan 05, 2023
Generative vs Discriminative: Rethinking The Meta-Continual Learning (NeurIPS 2021)

Generative vs Discriminative: Rethinking The Meta-Continual Learning (NeurIPS 2021) In this repository we provide PyTorch implementations for GeMCL; a

4 Apr 15, 2022
Allele-specific pipeline for unbiased read mapping(WIP), QTL discovery(WIP), and allelic-imbalance analysis

WASP2 (Currently in pre-development): Allele-specific pipeline for unbiased read mapping(WIP), QTL discovery(WIP), and allelic-imbalance analysis Requ

McVicker Lab 2 Aug 11, 2022
TJU Deep Learning & Neural Network

Deep_Learning & Neural_Network_Lab 实验环境 Python 3.9 Anaconda3(官网下载或清华镜像都行) PyTorch 1.10.1(安装代码如下) conda install pytorch torchvision torchaudio cudatool

St3ve Lee 1 Jan 19, 2022
Unofficial PyTorch Implementation of "Augmenting Convolutional networks with attention-based aggregation"

Pytorch Implementation of Augmenting Convolutional networks with attention-based aggregation This is the unofficial PyTorch Implementation of "Augment

DK 20 Sep 09, 2022
Computer Vision is an elective course of MSAI, SCSE, NTU, Singapore

[AI6122] Computer Vision is an elective course of MSAI, SCSE, NTU, Singapore. The repository corresponds to the AI6122 of Semester 1, AY2021-2022, starting from 08/2021. The instructor of this course

HT. Li 5 Sep 12, 2022
Cmsc11 arcade - Final Project for CMSC11

cmsc11_arcade Final Project for CMSC11 Developers: Limson, Mark Vincent Peñafiel

Gregory 1 Jan 18, 2022
Scalable implementation of Lee / Mykland (2012) and Ait-Sahalia / Jacod (2012) Jump tests for noisy high frequency data

JumpDetectR Name of QuantLet : JumpDetectR Published in : 'To be published as "Jump dynamics in high frequency crypto markets"' Description : 'Scala

LvB 12 Jan 01, 2023
Stitch it in Time: GAN-Based Facial Editing of Real Videos

STIT - Stitch it in Time [Project Page] Stitch it in Time: GAN-Based Facial Edit

1.1k Jan 04, 2023
This is a deep learning-based method to segment deep brain structures and a brain mask from T1 weighted MRI.

DBSegment This tool generates 30 deep brain structures segmentation, as well as a brain mask from T1-Weighted MRI. The whole procedure should take ~1

Luxembourg Neuroimaging (Platform OpNeuroImg) 2 Oct 25, 2022
Frequency Spectrum Augmentation Consistency for Domain Adaptive Object Detection

Frequency Spectrum Augmentation Consistency for Domain Adaptive Object Detection Main requirements torch = 1.0 torchvision = 0.2.0 Python 3 Environm

15 Apr 04, 2022