Yen-An (Keene) Chen's repositories
CRR-for-European-and-American-Options
Binomial tree program to calculate the call and put prices of European and American options
Asian-Barrier-Option
Pricing European-style Asian single-barrier up-and-out calls
ChartRecognition
Stock Chart Recognition using song detection technique
S3_Redshift-ETL
ETL pipeline from S3 to Redshift
TSP-with-External-Solver
Travelling salesman problem with LKH solver
Basic-Blog-Implementation
Blog implementation with webapp2 framework
Bermuda-Options-with-Holidays
The call and put prices of Bermuda options when there are trading holidays
Fraud-Detection
https://www.kaggle.com/c/ieee-fraud-detection
MATH5507_NTU
Webpage and TA note for MATH5507 (Introduction to Financial Mathematics) in NTU Math.
MetaAnalysis
Meta Analysis for Biomarkers
Modified-Duration
Modified duration and convexity of a cash flow.
ntu-thesis
NTU thesis template for XeLaTeX
Random-Work
Some short code or script
Rot13-encrpyption
Web interface Rot-13 encryption
UsedCarAnalysis
Data Analysis final project
User-Authentication
Cookies and DB implementation
Web-Application-Architectures
Follow up of course from University of New Mexico