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#

compustat

Here are 10 public repositories matching this topic...

End-to-End Python implementation of Mo et al.'s (2025) ACT-Tensor methodology; a tensor completion framework for financial dataset imputation. Implements cluster-based CP decomposition, HOSVD factor extraction, temporal smoothing (CMA/EMA/Kalman), and downstream asset pricing evaluation. Transforms sparse data into dense machine readable data.

  • Updated Oct 20, 2025
  • Jupyter Notebook

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