mengmeng12
I major in Economics & Finance at the Central University of Finance and Economics during my master's study.
Beijing
Pinned Repositories
blog
classic_investment_paper_implementation
This is a collection of my investment assignments. I implemented some classic papers during the course of investment studies
crawl_company_info
I am assigned to a data collection task, to collect 2000 company information from [owler](www.owler.com) and [crunchbase](www.crunchbase.com) Collecting structured data by hand and feed them into an excel table is always boring and time consuming. So I tried to use web crawl method to solve it and save some time (50 hours work estimated).
economic_data_extraction
In this work, I use R, Bash and Python to extract different countries different indicators in different years. The data have some property: big, not unified(.RData or .csv), some have mistakes. It is very sparse so it waste many storage. And the conversion of Rdata to csv leads some mistakes, so it needs very careful examination and check work. At first I want to store all of them in HDF5 for better IO, but people in my girl friend's working team are't familiar with codes, so I store them in csv. I also think about later work(for example, basic statistical work, model the interaction and time series, maybe a hierarchical time series machine learning model), but I am too busy to help my little bragger to do all kinds of things.
ICIR_strategy-master
finance strategy
machine_learning_strategy
This is a project to find out how does market sentiment affect stock selection
MCM2018problemC
In this paper, we construct two evaluation systems: Renewable Energy Indicator (REI) and Network Instability Indicator (NII). By using data mining methods and developing two models, we succeed in visualizing, characterizing, evaluating and predicting the energy flow network and the use of renewable energy.
mengmeng12.github.io
movie_mis
Nelson-Siegel-model-master
mengmeng12's Repositories
mengmeng12/crawl_company_info
I am assigned to a data collection task, to collect 2000 company information from [owler](www.owler.com) and [crunchbase](www.crunchbase.com) Collecting structured data by hand and feed them into an excel table is always boring and time consuming. So I tried to use web crawl method to solve it and save some time (50 hours work estimated).
mengmeng12/ICIR_strategy-master
finance strategy
mengmeng12/machine_learning_strategy
This is a project to find out how does market sentiment affect stock selection
mengmeng12/MCM2018problemC
In this paper, we construct two evaluation systems: Renewable Energy Indicator (REI) and Network Instability Indicator (NII). By using data mining methods and developing two models, we succeed in visualizing, characterizing, evaluating and predicting the energy flow network and the use of renewable energy.
mengmeng12/Nelson-Siegel-model-master
mengmeng12/blog
mengmeng12/classic_investment_paper_implementation
This is a collection of my investment assignments. I implemented some classic papers during the course of investment studies
mengmeng12/economic_data_extraction
In this work, I use R, Bash and Python to extract different countries different indicators in different years. The data have some property: big, not unified(.RData or .csv), some have mistakes. It is very sparse so it waste many storage. And the conversion of Rdata to csv leads some mistakes, so it needs very careful examination and check work. At first I want to store all of them in HDF5 for better IO, but people in my girl friend's working team are't familiar with codes, so I store them in csv. I also think about later work(for example, basic statistical work, model the interaction and time series, maybe a hierarchical time series machine learning model), but I am too busy to help my little bragger to do all kinds of things.
mengmeng12/mengmeng12.github.io
mengmeng12/movie_mis