Quantitative Finance Attribution Analysis (QuantFAA) is a Python library designed to help portfolio managers, quant researchers, and risk analysts explain performance vs. benchmarks using Brinson, ...
Fama–French Factor Graphs is a Python-based analytical tool for visualising factor model regressions using the Fama–French framework. The program enables users to plot and compare exposures to the ...
Abstract: In the post-Moore era, heterogeneous integrated systems—such as chiplet-based designs—exhibit increasingly complex functional interface interconnections, demanding scalable and accurate ...