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    4 repositories

    • PTree

      Public
      R package for Panel Tree method and replication file for the paper "Growing the Efficient Frontier on Panel Trees", forthcoming in the Journal of Financial Econ…
      C++
      •
      GNU General Public License v3.0
      •5•13•2•0•Updated Mar 13, 2025Mar 13, 2025

    • P-Tree-Public-Data

      Public
      This folder is to share the test assets and factors generated by Panel Trees in paper "Growing the Efficient Frontier on Panel Trees."
      1•6•0•0•Updated Oct 15, 2024Oct 15, 2024

    • ChinaAShareEquityCharacteristics

      Public
      Equity return and characteristics of China A-Share market
      Python
      •
      GNU General Public License v3.0
      •13•28•0•0•Updated Dec 21, 2023Dec 21, 2023

    • TreeFactor

      Public
      C++
      •17•29•0•0•Updated Dec 15, 2023Dec 15, 2023