LiangShanliao

Pinned Repositories

-xgboost-
这里应用xgboost的计算，选取的一些因子作为特征，对6个月的历史数据进行模型训练，标签为收益率。训练好的模型预测下三个月的收益率，取收益率最高的前20支股票进行持仓。
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DCC-GARCH
DCC GARCH modeling in Python
Language:Python00
github-slideshow
A robot powered training repository :robot:
Language:Ruby00
LSTM-example
基于长短记忆型递归神经网络的水质预测模型
Language:Python00
msis_2629_exercises
Exercises of data analysis and visualizations for summer class of MSIS 2929 at Santa Clara University
Language:Jupyter Notebook00
Quantitative-Notebooks
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
Language:Jupyter Notebook00

LiangShanliao's Repositories

LiangShanliao/github-slideshow
A robot powered training repository :robot:
Language:Ruby
LiangShanliao/Quantitative-Notebooks
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
LiangShanliao/-xgboost-
这里应用xgboost的计算，选取的一些因子作为特征，对6个月的历史数据进行模型训练，标签为收益率。训练好的模型预测下三个月的收益率，取收益率最高的前20支股票进行持仓。
LiangShanliao/DCC-GARCH
DCC GARCH modeling in Python
LiangShanliao/msis_2629_exercises
Exercises of data analysis and visualizations for summer class of MSIS 2929 at Santa Clara University
LiangShanliao/LSTM-example
基于长短记忆型递归神经网络的水质预测模型