wangy8989
Quantitative Finance Ph.D. at HKU & SUSTech. Research Area: Quantitative Trading, Machine Learning, Agent-based Modeling
HKU, SUSTech Risks-XHong Kong
Pinned Repositories
Active-Portfolio-Management
factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition
Bankruptcy-Prediction-using-Machine-Learning
Using various machine learning models to predict whether a company will go bankrupt
Chinese-Financial-News-Sentiment-Analysis
We apply from rule-based approach to BERT for a sentiment analysis task on financial texts.
Credit-Risk-Modeling
Credit Risk Modeling for Retail Loans
Data-Analytics-Project---Job-Keywords
web parsing, text mining and data visualization from job postings on career websites
FinPFN
Financial Prior-Data Fitted Network
Option-Pricing-Package
Option Pricing Package to calculate different options with different methods in Python
Pairs-Trading-with-Machine-Learning
Pair Trading Strategy using Machine Learning written in Python
Stock-Movement-Prediction-Using-LSTM
Using News to Predict Stock Movements
The-Impact-of-Earnings-Report-on-Stock-Price
The Impact of Earnings Report on Stock Price in C++
wangy8989's Repositories
wangy8989/Pairs-Trading-with-Machine-Learning
Pair Trading Strategy using Machine Learning written in Python
wangy8989/Active-Portfolio-Management
factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition
wangy8989/Bankruptcy-Prediction-using-Machine-Learning
Using various machine learning models to predict whether a company will go bankrupt
wangy8989/Chinese-Financial-News-Sentiment-Analysis
We apply from rule-based approach to BERT for a sentiment analysis task on financial texts.
wangy8989/Credit-Risk-Modeling
Credit Risk Modeling for Retail Loans
wangy8989/Option-Pricing-Package
Option Pricing Package to calculate different options with different methods in Python
wangy8989/Stock-Movement-Prediction-Using-LSTM
Using News to Predict Stock Movements
wangy8989/The-Impact-of-Earnings-Report-on-Stock-Price
The Impact of Earnings Report on Stock Price in C++
wangy8989/Data-Analytics-Project---Job-Keywords
web parsing, text mining and data visualization from job postings on career websites
wangy8989/FinPFN
Financial Prior-Data Fitted Network
wangy8989/Huffman-Coding
Huffman Coding in Java
wangy8989/K-means-clustering
K-means clustering algorithm implemented in R
wangy8989/Memory-Management
Memory management project in C
wangy8989/Perform-Measurement-on-URL
Perform Measurement on URL in Linux shell script
wangy8989/PXEM
R codes (v 0.0.1) for final
wangy8989/SQL-projects
contains 2 SQL projects in python
wangy8989/wangy8989.github.io
My personal webpage
wangy8989/Yield-Curve-Fitting