Pinned Repositories
American_call_put_pricing_monte-carlo
AML_modelling
Annealing_Monte_Carlo_for_Carbon_credit
credit_default_prediction_kaggle
Credit_Risk
Digital_Option_pricing_w_default_risk
Do-You-Really-Need-to-Pay-2-20-Hedge-Fund-Strategy-Replication-via-Machine-Learning
Hedge fund replication via machine learning
Pair_trading_coke_pepsi
SPY_TQQQ_Arbitrage
Undergraduate_Dissertation_scrap_twitter
This is a repo for my undergrade dissertation, the twitter scrape part is from https://github.com/israel-dryer/Twitter-Scraper/blob/main/twitter_scraper.py with some adjustment to fit my poor web condition, and the delta tf-idf is based on https://kgptalkie.com/amazon-and-imdb-review-sentiment-classification-using-spacy/.
kaiwenShen's Repositories
kaiwenShen/Do-You-Really-Need-to-Pay-2-20-Hedge-Fund-Strategy-Replication-via-Machine-Learning
Hedge fund replication via machine learning
kaiwenShen/Digital_Option_pricing_w_default_risk
kaiwenShen/Pair_trading_coke_pepsi
kaiwenShen/SPY_TQQQ_Arbitrage
kaiwenShen/Undergraduate_Dissertation_scrap_twitter
This is a repo for my undergrade dissertation, the twitter scrape part is from https://github.com/israel-dryer/Twitter-Scraper/blob/main/twitter_scraper.py with some adjustment to fit my poor web condition, and the delta tf-idf is based on https://kgptalkie.com/amazon-and-imdb-review-sentiment-classification-using-spacy/.
kaiwenShen/American_call_put_pricing_monte-carlo
kaiwenShen/AML_modelling
kaiwenShen/Annealing_Monte_Carlo_for_Carbon_credit
kaiwenShen/credit_default_prediction_kaggle
kaiwenShen/Credit_Risk
kaiwenShen/ENET_prediction_w_robust_cVar_turnover_Portfolio_Opt
kaiwenShen/imc-prosperity-2-backtester
Backtester for IMC Prosperity 2 algorithms
kaiwenShen/imc_prosperity_2024
kaiwenShen/ipca
Instrumented Principal Components Analysis
kaiwenShen/Keras-GAN
Keras implementations of Generative Adversarial Networks.
kaiwenShen/LASSO_MVO
kaiwenShen/Market_Risk_n_Counterparty_credit_risk
kaiwenShen/Option_delta_gamma_dynamic_hedge
kaiwenShen/Optiver_MOC
kaiwenShen/Risk_managment_RiskWeightedAsset_LossGivenDefault
kaiwenShen/usvisa-ca
2023 updated version