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
Convert dog pictures into various painting styles. Try LimnPet

LimnPet Cartoon stylization service project Try our service » Home page · Team notion · Members 목차 프로젝트 소개 프로젝트 목표 사용한 기술스택과 수행도구 팀원 구현 기능 주요 기능 추가 기능

LiJell 7 Jul 14, 2022
Neural network chess engine trained on Gary Kasparov's games.

Neural Chess It's not the best chess engine, but it is a chess engine. Proof of concept neural network chess engine (feed-forward multi-layer perceptr

3 Jun 22, 2022
Full Stack Deep Learning Labs

Full Stack Deep Learning Labs Welcome! Project developed during lab sessions of the Full Stack Deep Learning Bootcamp. We will build a handwriting rec

Full Stack Deep Learning 1.2k Dec 31, 2022
Language models are open knowledge graphs ( non official implementation )

language-models-are-knowledge-graphs-pytorch Language models are open knowledge graphs ( work in progress ) A non official reimplementation of Languag

theblackcat102 132 Dec 18, 2022
wlad 2 Dec 19, 2022
Implementation of the Paper: "Parameterized Hypercomplex Graph Neural Networks for Graph Classification" by Tuan Le, Marco Bertolini, Frank Noé and Djork-Arné Clevert

Parameterized Hypercomplex Graph Neural Networks (PHC-GNNs) PHC-GNNs (Le et al., 2021): https://arxiv.org/abs/2103.16584 PHM Linear Layer Illustration

Bayer AG 26 Aug 11, 2022
某学校选课系统GIF验证码数据集 + Baseline模型 + 上下游相关工具

elective-dataset-2021spring 某学校2021春季选课系统GIF验证码数据集(29338张) + 准确率98.4%的Baseline模型 + 上下游相关工具。 数据集采用 知识共享署名-非商业性使用 4.0 国际许可协议 进行许可。 Baseline模型和上下游相关工具采用

xmcp 27 Sep 17, 2021
DNA-RECON { Automatic Web Reconnaissance Tool }

ABOUT TOOL : DNA-RECON is an automatic web reconnaissance tool written in python. This tool made for reconnaissance and information gathering with an

NIKUNJ BHATT 25 Aug 11, 2021
PyTorch implementation of "Dataset Knowledge Transfer for Class-Incremental Learning Without Memory" (WACV2022)

Dataset Knowledge Transfer for Class-Incremental Learning Without Memory [Paper] [Slides] Summary Introduction Installation Reproducing results Citati

Habib Slim 5 Dec 05, 2022
SMPL-X: A new joint 3D model of the human body, face and hands together

SMPL-X: A new joint 3D model of the human body, face and hands together [Paper Page] [Paper] [Supp. Mat.] Table of Contents License Description News I

Vassilis Choutas 1k Jan 09, 2023
🚀 PyTorch Implementation of "Progressive Distillation for Fast Sampling of Diffusion Models(v-diffusion)"

PyTorch Implementation of "Progressive Distillation for Fast Sampling of Diffusion Models(v-diffusion)" Unofficial PyTorch Implementation of Progressi

Vitaliy Hramchenko 58 Dec 19, 2022
This is the official pytorch implementation for the paper: Instance Similarity Learning for Unsupervised Feature Representation.

ISL This is the official pytorch implementation for the paper: Instance Similarity Learning for Unsupervised Feature Representation, which is accepted

19 May 04, 2022
Quantify the difference between two arbitrary curves in space

similaritymeasures Quantify the difference between two arbitrary curves Curves in this case are: discretized by inidviudal data points ordered from a

Charles Jekel 175 Jan 08, 2023
Codes for CVPR2021 paper "PWCLO-Net: Deep LiDAR Odometry in 3D Point Clouds Using Hierarchical Embedding Mask Optimization"

PWCLO-Net: Deep LiDAR Odometry in 3D Point Clouds Using Hierarchical Embedding Mask Optimization (CVPR 2021) This is the official implementation of PW

Intelligent Robotics and Machine Vision Lab 42 Dec 18, 2022
JupyterNotebook - C/C++, Javascript, HTML, LaTex, Shell scripts in Jupyter Notebook Also run them on remote computer

JupyterNotebook Read, write and execute C, C++, Javascript, Shell scripts, HTML, LaTex in jupyter notebook, And also execute them on remote computer R

1 Jan 09, 2022
Image-based Navigation in Real-World Environments via Multiple Mid-level Representations: Fusion Models Benchmark and Efficient Evaluation

Image-based Navigation in Real-World Environments via Multiple Mid-level Representations: Fusion Models Benchmark and Efficient Evaluation This reposi

First Person Vision @ Image Processing Laboratory - University of Catania 1 Aug 21, 2022
Learning Saliency Propagation for Semi-supervised Instance Segmentation

Learning Saliency Propagation for Semi-supervised Instance Segmentation PyTorch Implementation This repository contains: the PyTorch implementation of

Berkeley DeepDrive 68 Oct 18, 2022
Torch code for our CVPR 2018 paper "Residual Dense Network for Image Super-Resolution" (Spotlight)

Residual Dense Network for Image Super-Resolution This repository is for RDN introduced in the following paper Yulun Zhang, Yapeng Tian, Yu Kong, Bine

Yulun Zhang 494 Dec 30, 2022
BOVText: A Large-Scale, Multidimensional Multilingual Dataset for Video Text Spotting

BOVText: A Large-Scale, Bilingual Open World Dataset for Video Text Spotting Updated on December 10, 2021 (Release all dataset(2021 videos)) Updated o

weijiawu 47 Dec 26, 2022
Lbl2Vec learns jointly embedded label, document and word vectors to retrieve documents with predefined topics from an unlabeled document corpus.

Lbl2Vec Lbl2Vec is an algorithm for unsupervised document classification and unsupervised document retrieval. It automatically generates jointly embed

sebis - TUM - Germany 61 Dec 20, 2022