This repo contains Python code to generate the global dataset of factor returns, stock returns, and firm characteristics from “Is there a Replication Crisis in Finance?” by Jensen, Kelly, and Pedersen ...

Daily returns for 50 US stocks across Tech, Finance, Healthcare, Energy, and Consumer sectors. Returns generated via factor model with realistic loadings. Value (HML) earned strongly in the 1990s and ...

Abstract: The rapid expansion of cloud computing underscores the critical need for advanced security measures to protect sensitive data on remote servers. Authentication is crucial for safeguarding ...