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Author:
None
License:
MIT
Summary:
Empirical asset pricing toolkit: ML prediction, factor models, cross-sectional tests, SDF/GMM
Latest version:
0.3.1
Required dependencies:
cvxpy
|
ipca
|
numpy
|
pandas
|
polars
|
pyarrow
|
pyportfolioopt
|
scikit-learn
|
scipy
|
statsmodels
Optional dependencies:
lightgbm
|
mapie
|
mkdocs-gen-files
|
mkdocs-literate-nav
|
mkdocs-material
|
mkdocs-section-index
|
mkdocstrings
|
mypy
|
pandas-stubs
|
pytest
|
pytest-cov
|
python-dotenv
|
requests
|
ruff
|
torch
|
types-markdown
|
types-requests
|
wrds
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