hobinkwak

Quantitative Fund Manager in South Korea

Mirae Asset Global Investments

Pinned Repositories

blacklitterman
Black-Litterman with MVO program for asset allocation (ETF)
Language:Jupyter Notebook3 1 02
comparison-of-PSO-and-GA
Particle Swarm Optimization vs. Genetic Algorithm Test
Language:Jupyter Notebook1 1 00
ExpectedGradients_IntegratedGradients_pytorch
simple implementation of Expected Gradients and Integrated Gradients by pytorch
Language:Python10 1 02
goalProb
Goal Achieving Probabilities of Portfolios
Language:Python1 1 00
Portfolio-Optimization-Deep-Learning
Mean-Variance Optimization using DL (pytorch)
Language:Python27 1 08
Portfolio-Optimization-using-Whale-Optimization
simple implementation of portfolio optimization using WOA
Language:Python2 1 00
riskPremium
Risk Premia Estimation (FamaMacbeth and Three-pass)
Language:Python1 1 00
Stock2Vec-Inverse-Volatility
Asset Allocation Strategy using Stock2Vec Clustering
Language:Python5 1 04
Volatility-Spillover
computes Volatility Spillover between Cryptocurrency (BTC/USD) and S&P 500 index
Language:Python4 2 01
Whale-Optimization-Algorithm-python
simple WOA (Whale Optimization Algorithm) implementation
Language:Jupyter Notebook2 1 10