RuiHKUST

I am a research scientist in the Information System lab of the Shenzhen Research Institute of Big Data (SRIBD).

SRIBDGuangdong, China

Pinned Repositories

fitHeavyTail
Mean and Covariance Matrix Estimation under Heavy Tails
Language:R20 1 14
covFactorModel
Covariance Matrix Estimation via Factor Models
Language:R30 1 012
highOrderPortfolios
Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
Language:HTML24 1 07
imputeFin
Imputation of Financial Time Series with Missing Values and/or Outliers
Language:R23 0 33
portfolioBacktest
Automated Backtesting of Portfolios over Multiple Datasets
Language:R58 11 1412
Lecture-1-Basic-R-Programming
The lecture for basic R programing
00
MVSKOPT
A MATLAB toolbox of DC programming approaches for solving the higher-order moment Mean-Variance-Skewness-Kurtosis (MVSK) portfolio optimization model
Language:MATLAB00

RuiHKUST/MVSKOPT
A MATLAB toolbox of DC programming approaches for solving the higher-order moment Mean-Variance-Skewness-Kurtosis (MVSK) portfolio optimization model
Language:MATLAB00