silkdust Goto Github PK
Type: User
Company: Peking University
Bio: A humble learner.
Location: Beijing
silkdust's Projects
beta-optimize
cvx101-ee364a
Materials for the self-learning of convex optimization and Stanford EE364a for Silkdust
hetero-ordered-model
A preliminary solution to ordered models with heteroscedasticity based on `statsmodels`
highspeed-train-route-programming
A project aimed to design routes for high speed trains using 0-1 integer programming
mlfactor
Website dedicated to a book on machine learning for factor investing
mlfactor-python
Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust
quant424
An empirical study on fundamental alphas aggregations
silkdust.github.io
statsmodels
Statsmodels: statistical modeling and econometrics in Python
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