Quantitative Finance Ph.D. at HKU & SUSTech.
Research Area: Quantitative Trading, Machine Learning, Agent-based Modeling
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HKU, SUSTech Risks-X
- Hong Kong
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05:57
(UTC +08:00) - https://wangy8989.github.io/
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Pairs-Trading-with-Machine-Learning
Pairs-Trading-with-Machine-Learning PublicPair Trading Strategy using Machine Learning written in Python
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Active-Portfolio-Management
Active-Portfolio-Management Publicfactor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition
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Bankruptcy-Prediction-using-Machine-Learning
Bankruptcy-Prediction-using-Machine-Learning PublicUsing various machine learning models to predict whether a company will go bankrupt
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Chinese-Financial-News-Sentiment-Analysis
Chinese-Financial-News-Sentiment-Analysis PublicWe apply from rule-based approach to BERT for a sentiment analysis task on financial texts.
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Credit-Risk-Modeling
Credit-Risk-Modeling PublicCredit Risk Modeling for Retail Loans
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The-Impact-of-Earnings-Report-on-Stock-Price
The-Impact-of-Earnings-Report-on-Stock-Price PublicThe Impact of Earnings Report on Stock Price in C++
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