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  1. 14th-solution-for-credit-default-risk 14th-solution-for-credit-default-risk Public

    Feature engineering part of our gold medal solution for Home Credit Default Risk Competition

    Python

  2. Earnings-report-impact-on-stock-price Earnings-report-impact-on-stock-price Public

    Financial Computing Final Project

    C++

  3. keras_lightgbm_lib keras_lightgbm_lib Public

    Library for keras and lightgbm

    Python

  4. pricing-American-option-using-monte-carlo pricing-American-option-using-monte-carlo Public

    Using Longstaff-Schwartz methods along with antithetical sampling and control variable

    MATLAB

  5. comparison-between-GARCH-type-models comparison-between-GARCH-type-models Public

    The project is advised by Professor Robert Engle in his FINANCIAL ECONOMETRICS PhD course. I made comparison between the performance of different GARCH-type models, including GARCH, EGARCH, TGARCH …

    R 9 3

  6. Citadel-DataOpen Citadel-DataOpen Public

    This is the final report my team submitted in DataOpen hosted by Citadel and Citadel Securities at Princeton University.

    HTML