single-index-models

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xixi0222 / Stock-Risk-Return-Analysis

Implement CER Model & Single Index Model with Point Estimation & Interval Estimation. Use Classical method & Non-parametric Bootstrap (Percentile method, T method).

quantitative-analysis single-index-models point-estimate-methods mean-variance-model risk-return-predictive-analysis bootstrapping-estimate-methods interval-estimate

Updated Jan 29, 2020
Python

Pranshu258 / OSIM

Star

Online Single Index Model Learning

machine-learning online-learning single-index-models

Updated Dec 7, 2018
Python

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