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
A cross-document event and entity coreference resolution system, trained and evaluated on the ECB+ corpus.

A Comprehensive Comparison of Word Embeddings in Event & Entity Coreference Resolution. Introduction This repo contains experimental code derived from

2 May 09, 2022
Useful materials and tutorials for 110-1 NTU DBME5028 (Application of Deep Learning in Medical Imaging)

Useful materials and tutorials for 110-1 NTU DBME5028 (Application of Deep Learning in Medical Imaging)

7 Jun 22, 2022
NitroFE is a Python feature engineering engine which provides a variety of modules designed to internally save past dependent values for providing continuous calculation.

NitroFE is a Python feature engineering engine which provides a variety of modules designed to internally save past dependent values for providing continuous calculation.

100 Sep 28, 2022
Pytorch reimplementation of PSM-Net: "Pyramid Stereo Matching Network"

This is a Pytorch Lightning version PSMNet which is based on JiaRenChang/PSMNet. use python main.py to start training. PSM-Net Pytorch reimplementatio

XIAOTIAN LIU 1 Nov 25, 2021
Build Low Code Automated Tensorflow, What-IF explainable models in just 3 lines of code.

Build Low Code Automated Tensorflow explainable models in just 3 lines of code.

Hasan Rafiq 170 Dec 26, 2022
A Strong Baseline for Image Semantic Segmentation

A Strong Baseline for Image Semantic Segmentation Introduction This project is an open source semantic segmentation toolbox based on PyTorch. It is ba

Clark He 49 Sep 20, 2022
GAN-based 3D human pose estimation model for 3DV'17 paper

Tensorflow implementation for 3DV 2017 conference paper "Adversarially Parameterized Optimization for 3D Human Pose Estimation". @inproceedings{jack20

Dominic Jack 15 Feb 27, 2021
Vector Quantized Diffusion Model for Text-to-Image Synthesis

Vector Quantized Diffusion Model for Text-to-Image Synthesis Due to company policy, I have to set microsoft/VQ-Diffusion to private for now, so I prov

Shuyang Gu 294 Jan 05, 2023
Eff video representation - Efficient video representation through neural fields

Neural Residual Flow Fields for Efficient Video Representations 1. Download MPI

41 Jan 06, 2023
Evaluation toolkit of the informative tracking benchmark comprising 9 scenarios, 180 diverse videos, and new challenges.

Informative-tracking-benchmark Informative tracking benchmark (ITB) higher diversity. It contains 9 representative scenarios and 180 diverse videos. m

Xin Li 15 Nov 26, 2022
Implementation of: "Exploring Randomly Wired Neural Networks for Image Recognition"

RandWireNN Unofficial PyTorch Implementation of: Exploring Randomly Wired Neural Networks for Image Recognition. Results Validation result on Imagenet

Seung-won Park 684 Nov 02, 2022
Official repo for the work titled "SharinGAN: Combining Synthetic and Real Data for Unsupervised GeometryEstimation"

SharinGAN Official repo for the work titled "SharinGAN: Combining Synthetic and Real Data for Unsupervised GeometryEstimation" The official project we

Koutilya PNVR 23 Oct 19, 2022
Crowd-sourced Annotation of Human Motion.

Motion Annotation Tool Live: https://motion-annotation.humanoids.kit.edu Paper: The KIT Motion-Language Dataset Installation Start by installing all P

Matthias Plappert 4 May 25, 2020
N-Omniglot is a large neuromorphic few-shot learning dataset

N-Omniglot [Paper] || [Dataset] N-Omniglot is a large neuromorphic few-shot learning dataset. It reconstructs strokes of Omniglot as videos and uses D

11 Dec 05, 2022
The first machine learning framework that encourages learning ML concepts instead of memorizing class functions.

SeaLion is designed to teach today's aspiring ml-engineers the popular machine learning concepts of today in a way that gives both intuition and ways of application. We do this through concise algori

Anish 324 Dec 27, 2022
Tensorflow implementation of MIRNet for Low-light image enhancement

MIRNet Tensorflow implementation of the MIRNet architecture as proposed by Learning Enriched Features for Real Image Restoration and Enhancement. Lanu

Soumik Rakshit 91 Jan 06, 2023
Request execution of Galaxy SARS-CoV-2 variation analysis workflows on input data you provide.

SARS-CoV-2 processing requests Request execution of Galaxy SARS-CoV-2 variation analysis workflows on input data you provide. Prerequisites This autom

useGalaxy.eu 17 Aug 13, 2022
A Python Reconnection Tool for alt:V

altv-reconnect What? It invokes a reconnect in the altV Client Dev Console. You get to determine when your local client should reconnect when developi

8 Jun 30, 2022
Code for "PVNet: Pixel-wise Voting Network for 6DoF Pose Estimation" CVPR 2019 oral

Good news! We release a clean version of PVNet: clean-pvnet, including how to train the PVNet on the custom dataset. Use PVNet with a detector. The tr

ZJU3DV 722 Dec 27, 2022
DrQ-v2: Improved Data-Augmented Reinforcement Learning

DrQ-v2: Improved Data-Augmented RL Agent Method DrQ-v2 is a model-free off-policy algorithm for image-based continuous control. DrQ-v2 builds on DrQ,

Facebook Research 234 Jan 01, 2023