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  • Arctic Code Vault Contributor

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  1. hfhd

    hfhd is an accelerated Python library for estimating (integrated) covariance matrices with high frequency data in high dimensions.

    Python 1

  2. Bayesian_DNN_Reg

    Bayesian Deep Neural Network for Finance with Dynamic Profit Taking

    Python 1

  3. LSTM_return_prediction

    Multivariate LSTM model framework for asset return prediction

    Python 1 1

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October 2020

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