GitHub

Global Factor, Stock, and Firm data

This repo contains Python code to generate the global dataset of factor returns, stock returns, and firm characteristics from “Is there a Replication Crisis in Finance?” by Jensen, Kelly, and Pedersen ...
GitHub

factor-selection-via-machine-learning.qmd

description-meta: Use machine learning tools such as Lasso and Ridge regressions to identify asset pricing factors using the programming language Python. You are reading **Tidy Finance with Python**.
IEEE

Diagnosis of Open-Switch Faults in Grid-Tied Three-Level NPC Inverters With Parameter Uncertainty Using Variable Forgetting Factor Bias-Compensation Recursive Least Squares

Abstract: Tackling the challenge of open-switch (OS) fault diagnostics in grid-tied three-level neutral point clamped (NPC) inverters with parameter uncertainty, this paper introduces a fault ...
IEEE

Efficient Co-Clustering Via Bipartite Graph Factorization

Abstract: Sample-anchor co-clustering has demonstrated potential in improving clustering efficiency; however, existing methods face two major limitations. First, the intrinsic geometric relationships ...