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Studying @ Waterloo
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Studying @ Waterloo
  • 07:18 (UTC -05:00)

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kennethZhangML/README.md

Hi I'm Kenneth hi

I'm Kenneth Zhang, A BMath CS student at the University of Waterloo.

📫 Reach out to me! Linkedin Badge Mail Badge

  • Incoming Quantitative Researcher @ Citadel LLC
  • Previous Position: Quant @ Rothschild & Co.
  • Email: [email protected]
  • Research Focuses:
    1. Options Pricing and Volatility Modelling
    2. Statistical Arbitrage Strategies and Simulation Techniques
    3. Time-Series Analysis and ML-Driven Indicator Engineering

Languages and Tools

Python PyTorch C++ CUDA AWS TensorFlow Pandas NumPy scikit-learn SciPy R

Github Stats

GitHub Streak

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  1. ArbNet ArbNet Public

    ArbNet : Dynamic Data Structure designed for Quants, Researchers, and Data Scientists

    Makefile

  2. StochFlow StochFlow Public

    a Python library that implements the stochastic interpolant models and algorithms described in the paper "Stochastic Interpolants via Diffusive and Flow-based Processes" by Chen et al.

    Python 2 2

  3. DHGOrg DHGOrg Public

    Leveraging DIrected Hypergraphs for Directed Graph Analysis of Repo Commits Anomaly Detection paired with BERT Attention Masking

    Jupyter Notebook 2 1

  4. VisionTransformer VisionTransformer Public

    Implementations of the Vision Transformer, and accompanying pre-trained experiments

    Python 1

  5. CBIMK CBIMK Public

    Scripts simulating the approximation of inverse transformations of probabilistic Markov Kernels for the inference of past states in observable data.

    Jupyter Notebook 2

  6. Normalized-Geometric-Mean-Distance-NGMD Normalized-Geometric-Mean-Distance-NGMD Public

    Normalized Geometric Mean Distance (NGMD) - Unique Clustering Metric

    Jupyter Notebook 1