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Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.
An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.
Barra Multifactor Model
An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
Implemented some mathematical processings used in the Barra risk model
Provide risk forecasts by Barra China Equity Model
Self-built BARRA CNE5
Barra CNE6 因子构建
A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. Created by Rosemary He Sept. 2019, under Zhiqiang Zhang.
Caffe: a Fast framework for neural networks. For the most recent version, check out branch dev. For a more stable version, check out branch master.
C-based/Cached/Core Computer Vision Library, A Modern Computer Vision Library
A Python library for the state-of-the-art Bayesian optimization algorithms, with the core implemented in C++.
Matlab code for our CVPR 2014 work "Scene-Independent Group Profiling in Crowd".
CXXNET, yet another neural network toolkit
http://decaf.berkeleyvision.org/
Dshell is a network forensic analysis framework.
Ensemble of Exemplar-SVMs for Object Detection and Beyond
Facebook's extensions to torch/cunn.
Wrappers of Jerome Friedman's coordinate-descent Fortran implementation of lasso/elastic net regression from the R "glmnet" package.
HFAI deep learning models
Code examples from the IPython minibook, Packt Publishing, by C. Rossant
Automatic ZModem support for iTerm 2
IPython kernel for Torch with visualization and plotting
LeetCode Solutions: A Record of My Problem Solving Journey.( leetcode题解,记录自己的leetcode解题之路。)
✅ Solutions to LeetCode by Go, 100% test coverage, runtime beats 100% / LeetCode 题解
A binary library for face detection in images.
贵校课程资料民间整理
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.