Feya
Ph.D, Statistics. 2012-2022 macroeconomy researcher. 2022-Now data scientist, AI drug discovery
BeiGeneBeijing
Pinned Repositories
astsa
R package to accompany Time Series Analysis and Its Applications: With R Examples -and- Time Series: A Data Analysis Approach Using R
Black-Litterman-Model
使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合,有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收益率的极度敏感性这两大问题。本项目使用美国市场2009年-2019年十年间的10只股票数据进行回测,证明了合理观点对资产组合收益率具有显著的正面影响效果。
causalinference
《基本有用的计量经济学》(MUSE)
deeplearningbook-chinese
Deep Learning Book Chinese Translation
IT_book
本项目收藏这些年来看过或者听过的一些不错的常用的上千本书籍,没准你想找的书就在这里呢,包含了互联网行业大多数书籍和面试经验题目等等。有人工智能系列(常用深度学习框架TensorFlow、pytorch、keras。NLP、机器学习,深度学习等等),大数据系列(Spark,Hadoop,Scala,kafka等),程序员必修系列(C、C++、java、数据结构、linux,设计模式、数据库等等)
lectures
Oxford Deep NLP 2017 course
LeetCodeAnimation
Demonstrate all the questions on LeetCode in the form of animation.(用动画的形式呈现解LeetCode题目的思路)
machine-learning-asset-management
Machine Learning in Asset Management (by @firmai)
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Quant-Invest-Primer
This is a short course about Quant Investment using Python.
Feya's Repositories
Feya/astsa
R package to accompany Time Series Analysis and Its Applications: With R Examples -and- Time Series: A Data Analysis Approach Using R
Feya/Black-Litterman-Model
使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合,有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收益率的极度敏感性这两大问题。本项目使用美国市场2009年-2019年十年间的10只股票数据进行回测,证明了合理观点对资产组合收益率具有显著的正面影响效果。
Feya/causalinference
《基本有用的计量经济学》(MUSE)
Feya/deeplearningbook-chinese
Deep Learning Book Chinese Translation
Feya/IT_book
本项目收藏这些年来看过或者听过的一些不错的常用的上千本书籍,没准你想找的书就在这里呢,包含了互联网行业大多数书籍和面试经验题目等等。有人工智能系列(常用深度学习框架TensorFlow、pytorch、keras。NLP、机器学习,深度学习等等),大数据系列(Spark,Hadoop,Scala,kafka等),程序员必修系列(C、C++、java、数据结构、linux,设计模式、数据库等等)
Feya/lectures
Oxford Deep NLP 2017 course
Feya/LeetCodeAnimation
Demonstrate all the questions on LeetCode in the form of animation.(用动画的形式呈现解LeetCode题目的思路)
Feya/machine-learning-asset-management
Machine Learning in Asset Management (by @firmai)
Feya/PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Feya/Quant-Invest-Primer
This is a short course about Quant Investment using Python.
Feya/requests
Python HTTP Requests for Humans™
Feya/RISE_toolbox
Solution and estimation of Markov Switching Rational Expectations / DSGE Models
Feya/tsda
Time Series for Data Science - R Code used in Time Series: A Data Analysis Approach Using R