Giter Club home page Giter Club logo

nlp_bk's Introduction

Bankruptcy prediction using accounting and market data

SAS code:

  • compstat.sas : use SAS to retrieve accounting data
  • addPermnoToCompstat.sas : use SAS to add Permno to compstat data, later will use permno to link with market data

Data:

=======

  • market_raw.csv : raw market data
  • Return_with_delist.csv : add delist info to market data
  • anualized_marketing_data.csv :
  • sp_500.csv : sp 500 data
  • comp.csv : compustat data with permno, final
  • crsp.csv : market data to calculate features, final
  • final_variables.csv : all features, bankruptcy indicator Y, and fyear, cusip, permno, permco

Document:

  • working_log.md
  • steps.md
  • merge_missing.md
  • result

ipython notebook:

  • process_market_data.ipynb : calculate market data
  • working_nb_py3.ipynb : get features and models, in python 3

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    ๐Ÿ–– Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. ๐Ÿ“Š๐Ÿ“ˆ๐ŸŽ‰

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google โค๏ธ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.