{"repo":"ml4t/models","free":true,"listed":false,"github":"https://github.com/ml4t/models","clone":"git clone https://github.com/ml4t/models.git","description":"Finance-specific latent-factor, asset prediction, and portfolio-learning models.","language":"Python","stars":13,"topics":["algorithmic-trading","asset-pricing","deep-learning","finance","latent-factors","machine-learning","machine-learning-for-trading","ml4t","portfolio-optimization","python"],"license":"MIT","category":"machine-learning","readme_excerpt":"ml4t-models Finance-native model implementations for latent-factor estimation, stochastic discount factor learning, direct asset prediction, and end-to-end portfolio learning. Documentation: https://ml4trading.io/docs/models/ Part of the ML4T Library Ecosystem This library is one of six interconnected ML4T libraries supporting the research and production workflow described in Machine Learning for Trading. What This Library Does ml4t-models packages paper-faithful model families that are common in modern empirical asset pricing and portfolio learning: - Latent-factor estimators with explicit structural outputs: - PCAModel - RPPCAModel - IPCAModel - CAEModel - Weight-native stochastic discount factor modeling: - StochasticDiscountFactorModel - Direct asset prediction: - SAEModel ( SAE = supervised autoencoder) - End-to-end portfolio learning: - LinearFeaturePortfolioModel - LSTMPortfolioModel - DeepPortfolioModel The library is built around finance-native contracts rather than generic tensor trainers: - PersistentPanelBatch for stable-ID panels - CrossSectionBatch for ragged dated cross-sections - PortfolioSequenceBatch for sequence-to-allocation models It also keeps the predictive steps explicit: - structural extraction - factor-premium forecasting - asset mapping - downstream prediction and weight frames for ml4t-backtest and ml4t-diagnostic Installation Optional extras: Supported stable interpreters are Python 3.12, 3.13, and 3.14. Python 3.15 prereleases run a separate comp","default_branch":null,"files":null,"tree":[],"storefront":"/r/ml4t","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/ml4t/models/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}