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
SketchEdit: Mask-Free Local Image Manipulation with Partial Sketches

SketchEdit: Mask-Free Local Image Manipulation with Partial Sketches [Paper]  [Project Page]  [Interactive Demo]  [Supplementary Material]        Usag

215 Dec 25, 2022
Weighted QMIX: Expanding Monotonic Value Function Factorisation

This repo contains the cleaned-up code that was used in "Weighted QMIX: Expanding Monotonic Value Function Factorisation"

whirl 82 Dec 29, 2022
Official repository for the ICCV 2021 paper: UltraPose: Synthesizing Dense Pose with 1 Billion Points by Human-body Decoupling 3D Model.

UltraPose: Synthesizing Dense Pose with 1 Billion Points by Human-body Decoupling 3D Model Official repository for the ICCV 2021 paper: UltraPose: Syn

MomoAILab 92 Dec 21, 2022
[CVPR 2022] Deep Equilibrium Optical Flow Estimation

Deep Equilibrium Optical Flow Estimation This is the official repo for the paper Deep Equilibrium Optical Flow Estimation (CVPR 2022), by Shaojie Bai*

CMU Locus Lab 136 Dec 18, 2022
🤖 Project template for your next awesome AI project. 🦾

🤖 AI Awesome Project Template 👋 Template author You may want to adjust badge links in a README.md file. 💎 Installation with pip Installation is as

Wiktor Łazarski 18 Nov 23, 2022
Official Implementation of CVPR 2022 paper: "Mimicking the Oracle: An Initial Phase Decorrelation Approach for Class Incremental Learning"

(CVPR 2022) Mimicking the Oracle: An Initial Phase Decorrelation Approach for Class Incremental Learning ArXiv This repo contains Official Implementat

Yujun Shi 24 Nov 01, 2022
《A-CNN: Annularly Convolutional Neural Networks on Point Clouds》(2019)

A-CNN: Annularly Convolutional Neural Networks on Point Clouds Created by Artem Komarichev, Zichun Zhong, Jing Hua from Department of Computer Science

Artёm Komarichev 44 Feb 24, 2022
A framework for Quantification written in Python

QuaPy QuaPy is an open source framework for quantification (a.k.a. supervised prevalence estimation, or learning to quantify) written in Python. QuaPy

41 Dec 14, 2022
Temporally Coherent GAN SIGGRAPH project.

TecoGAN This repository contains source code and materials for the TecoGAN project, i.e. code for a TEmporally COherent GAN for video super-resolution

Duc Linh Nguyen 2 Jan 18, 2022
Supporting code for "Autoregressive neural-network wavefunctions for ab initio quantum chemistry".

naqs-for-quantum-chemistry This repository contains the codebase developed for the paper Autoregressive neural-network wavefunctions for ab initio qua

Tom Barrett 24 Dec 23, 2022
To model the probability of a soccer coach leave his/her team during Campeonato Brasileiro for 10 chosen teams and considering years 2018, 2019 and 2020.

To model the probability of a soccer coach leave his/her team during Campeonato Brasileiro for 10 chosen teams and considering years 2018, 2019 and 2020.

Larissa Sayuri Futino Castro dos Santos 1 Jan 20, 2022
A benchmark for the task of translation suggestion

WeTS: A Benchmark for Translation Suggestion Translation Suggestion (TS), which provides alternatives for specific words or phrases given the entire d

zhyang 55 Dec 24, 2022
Generate image analogies using neural matching and blending

neural image analogies This is basically an implementation of this "Image Analogies" paper, In our case, we use feature maps from VGG16. The patch mat

Adam Wentz 3.5k Jan 08, 2023
Food Drinks and groceries Images Multi Lingual (FooDI-ML) dataset.

Food Drinks and groceries Images Multi Lingual (FooDI-ML) dataset.

41 Jan 04, 2023
Implementation of ProteinBERT in Pytorch

ProteinBERT - Pytorch (wip) Implementation of ProteinBERT in Pytorch. Original Repository Install $ pip install protein-bert-pytorch Usage import torc

Phil Wang 92 Dec 25, 2022
Pytorch for Segmentation

Pytorch for Semantic Segmentation This repo has been deprecated currently and I will not maintain it. Meanwhile, I strongly recommend you can refer to

ycszen 411 Nov 22, 2022
Deep Implicit Moving Least-Squares Functions for 3D Reconstruction

DeepMLS: Deep Implicit Moving Least-Squares Functions for 3D Reconstruction This repository contains the implementation of the paper: Deep Implicit Mo

103 Dec 22, 2022
Multiview Neural Surface Reconstruction by Disentangling Geometry and Appearance

Multiview Neural Surface Reconstruction by Disentangling Geometry and Appearance Project Page | Paper | Data This repository contains an implementatio

Lior Yariv 521 Dec 30, 2022
Solving reinforcement learning tasks which require language and vision

Multimodal Reinforcement Learning JAX implementations of the following multimodal reinforcement learning approaches. Dual-coding Episodic Memory from

Henry Prior 31 Feb 26, 2022
Repo for EchoVPR: Echo State Networks for Visual Place Recognition

EchoVPR Repo for EchoVPR: Echo State Networks for Visual Place Recognition Currently under development Dirs: data: pre-collected hidden representation

Anil Ozdemir 4 Oct 04, 2022