lsy617004926
MSc in BA finance @UBC sauder | Prior undergraduate at USTC of stats & fin. Researcher, programmer and trader.
UBCVancouver
Pinned Repositories
10-k-Filing--Sentiment-analysis-NLP-ML
NLP-10 k report Sentiment Analysis
448Project
High Frequency Trading
500lines
500 Lines or Less
Accounting-Factors
This repo contains works related to fundamental factors
AdvancedML
Reading list for the Advanced Machine Learning Course
ai-economist
Foundation is a flexible, modular, and composable framework to model socio-economic behaviors and dynamics with both agents and governments. This framework can be used in conjunction with reinforcement learning to learn optimal economic policies, as done by the AI Economist (https://www.einstein.ai/the-ai-economist).
Amazing-Feature-Engineering
Feature engineering is the process of using domain knowledge to extract features from raw data via data mining techniques. These features can be used to improve the performance of machine learning algorithms. Feature engineering can be considered as applied machine learning itself.
github-cheat-sheet
A list of cool features of Git and GitHub.
lsy617004926.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
QuantResearch
Quantitative analysis, strategies and backtests
lsy617004926's Repositories
lsy617004926/alphasickle
多因子指数增强策略/多因子全流程实现
lsy617004926/applied-methods-phd
Repo for Yale Applied Empirical Methods PHD Course
lsy617004926/coding-for-economists
This repository hosts the code behind the online book, Coding for Economists.
lsy617004926/CommonOwnerReplication
Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)
lsy617004926/CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
lsy617004926/CrossSectionDemos
Example code of simple things one can do with our open-source asset pricing data
lsy617004926/DScourseS21
ECON 5253: Data Science for Economists, University of Oklahoma (Spring 2021)
lsy617004926/empirical-finance-literature
This is a literature review on the topic of empirical finance. I thank Dr. Svetlana Bryzgalova for her valuable insights.
lsy617004926/empirical-methods
Materials for Empirical Methods for Applied Microeconomics PhD course.
lsy617004926/Empirical_Macroeconomics
This is a 10 classes course in Empirical Macroeconomics methods to identify shocks
lsy617004926/EmpiricalFinancePhD
Empirical Finance Course (PhD, Julia code)
lsy617004926/example-hftish
Example Order Book Imbalance Algorithm
lsy617004926/FR
Financial Ratios for Accounting Research
lsy617004926/GaryChamberlainLectureNotes
lsy617004926/guidelines
Guidelines and onboarding for research assistants and research managers working with professors
lsy617004926/heiss-causal-inference
Chapter on causal inference for *R for Political Data Science: A Practical Guide*
lsy617004926/limperg_python
Repository with material for the Limperg Python course by Ties de Kok.
lsy617004926/lstm
Minimal, clean example of lstm neural network training in python, for learning purposes.
lsy617004926/mlfinlab
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
lsy617004926/pytorch-tutorial
PyTorch Tutorial for Deep Learning Researchers
lsy617004926/Quantitative-Finance
Q-quant和因子投资实证汇总
lsy617004926/R_guide
R instructions for our research projects
lsy617004926/RDD
lsy617004926/sumhdfe
Summary and diagnostic information for evaluating within-fixed-effect variation.
lsy617004926/Swin-Transformer-Object-Detection
This is an official implementation for "Swin Transformer: Hierarchical Vision Transformer using Shifted Windows" on Object Detection and Instance Segmentation.
lsy617004926/talib-document
talib学习 talib中文翻译 talib中文文档
lsy617004926/text-as-data-class-spring2021
Lectures and "flipped session" materials from my NYU DS "Text as Data" course, spring 2021
lsy617004926/Time-Series-Analysis-Tutorial
时间序列分析教程
lsy617004926/Trading
Quantitative Trading
lsy617004926/treat
A template for reproducible empirical accounting research - fork me!