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Hi there 👋

This is Cheng Li (李丞) from Shanghai, China. A quantitative modeler with enthusiasm on quantitative finance and other related topics.

I am currently actively working on the following projects:

1. Quantinative Equity Portfolio Management

Python tools for Finance with the functionality of indicator calculation, business day calculation and so on.

Quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio optimization.

A library for portfolio optimization algorithms with python interface.

2. Derivatives Pricing Library

Derivatives Algorithms Lib is an library with the goal to offer the user the AAD-enabled derivatives pricing and product scripting functionality.

An experimental project to benchmark the performance between DAL and JAX implemented codes.

Cheng Li's Projects

deep-high-resolution-net.pytorch icon deep-high-resolution-net.pytorch

The project is an official implementation of our CVPR2019 paper "Deep High-Resolution Representation Learning for Human Pose Estimation"

deeplearning icon deeplearning

Python for《Deep Learning》，该书为《深度学习》(花书) 数学推导、原理剖析与源码级别代码实现

deepspeech icon deepspeech

A PaddlePaddle implementation of DeepSpeech2 architecture for ASR.

deepspeechrecognition icon deepspeechrecognition

A Chinese Deep Speech Recognition System 包括基于深度学习的声学模型和基于深度学习的语言模型

delta icon delta

DELTA is a deep learning based natural language and speech processing platform.

dgfraud icon dgfraud

A Deep Graph-based Toolbox for Fraud Detection

dgl icon dgl

Python package built to ease deep learning on graph, on top of existing DL frameworks.

dive-into-dl-pytorch icon dive-into-dl-pytorch

本项目将《动手学深度学习》(Dive into Deep Learning)原书中的MXNet实现改为PyTorch实现。

dsanet icon dsanet

Code for the CIKM 2019 paper "DSANet: Dual Self-Attention Network for Multivariate Time Series Forecasting".

dsge.jl icon dsge.jl

Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)

dvc icon dvc

🦉Data Version Control | Git for Data & Models

esl-cn icon esl-cn

The Elements of Statistical Learning (ESL)的中文翻译、代码实现及其习题解答。

espnet icon espnet

End-to-End Speech Processing Toolkit

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