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Thanks for sharing the repo accompanying the paper. I wonder what is the difference btw "MonthlyDataUnnormalized.npz" and "MonthlyData.npz" when initializing the factor models? Are these dataset original or processed from the monthly firm characteristics dataset?
Would you be able to show a snippet of dataset with column names? As the code processes the data by referring to column numbers a lot as below
Thanks!
The text was updated successfully, but these errors were encountered:
Thanks for sharing the repo accompanying the paper. I wonder what is the difference btw "MonthlyDataUnnormalized.npz" and "MonthlyData.npz" when initializing the factor models? Are these dataset original or processed from the monthly firm characteristics dataset?
Would you be able to show a snippet of dataset with column names? As the code processes the data by referring to column numbers a lot as below
Thanks!
The text was updated successfully, but these errors were encountered: