EMN-PEAD

This is a public repository which accompanies the paper titled "EMN PEAD Multi-signal Strategy Research with RNN Optimization Algorithm".

This repository was made for the purpose of verifying the algorithms, data sourcing, processing, and analytics involved in the research process.

The paper was co-authored by Woosung (Reiss) Koh and Yuntae Jang.

The paper was written for the 12th DB Financial Economics Research Competition.

Name		Name	Last commit message	Last commit date
Latest commit History 4 Commits
CAR_preprocessing.ipynb		CAR_preprocessing.ipynb
DATE, SUEBIT_preprocessing.ipynb		DATE, SUEBIT_preprocessing.ipynb
Descriptive statistic, Control set, Multicolinearity test, Regression, Hypothesis test.ipynb		Descriptive statistic, Control set, Multicolinearity test, Regression, Hypothesis test.ipynb
E[R]5D preprocessing.ipynb		E[R]5D preprocessing.ipynb
FH, UPSIDE_preprocessing.ipynb		FH, UPSIDE_preprocessing.ipynb
Final form, Correlation, VIF, Residual.ipynb		Final form, Correlation, VIF, Residual.ipynb
INDUSTRY_preprocessing.ipynb		INDUSTRY_preprocessing.ipynb
LICENSE		LICENSE
README.md		README.md
TRADESTARTDATE_preprocessing.ipynb		TRADESTARTDATE_preprocessing.ipynb
UEBIT, VALUE, VOL, SIZE, LEVER, QUAL, MOM, 52WL, 52WH_preprocessing.ipynb		UEBIT, VALUE, VOL, SIZE, LEVER, QUAL, MOM, 52WL, 52WH_preprocessing.ipynb

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