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corporate-news-extraction
corporate-news-extraction PublicAutomated content extraction system for corporate press releases
Python
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time-varying-pricing-kernels
time-varying-pricing-kernels PublicInferring subjective probabilities from option prices via time-varying stochastic discount functions. Resolves the monotonicity puzzle while achieving superior return prediction through non-local p…
Python
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sec-repurchase-extractor
sec-repurchase-extractor PublicA Python tool for extracting stock repurchase program data from SEC 10-Q and 10-K filings
Python
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