Jian LI's repositories
ipca
Instrumented Principal Components Analysis
PyFENG
Python Financial ENGineering (PyFENG package in PyPI.org)
GithubTest
A test repository for studdents to learn github features like pull-requests and branch, etc
ASP
PHBS Applied Stochastic Processes Course Website
Quanterback
2021 Asset Allocation Program by QTA of PHBS
Stock-price-prediction-using-GAN
In this project, we will compare two algorithms for stock prediction. First, we will utilize the Long Short Term Memory(LSTM) network to do the Stock Market Prediction. LSTM is a powerful method that is capable of learning order dependence in sequence prediction problems. Furthermore, we will utilize Generative Adversarial Network(GAN) to make the prediction. LSTM will be used as a generator, and CNN as a discriminator. In addition, Natural Language Processing(NLP) will also be used in this project to analyze the influence of News on stock prices.
multiFactor2_Barra
Hi! We are one of the learning teams of QTA from PHBS. In this repository, we will build a multifactor model with Barra. Let's study together~
Heston-normal-and-rough
European and Forward-start option pricing and implied volatility in the Heston and rough Heston model
talking-head-anime-demo
Demo for the "Talking Head Anime from a Single Image."
lecture-source-py
Source files for "Lectures in Quantitative Economics" -- Python version
Chinese-ERJ
《经济研究》杂志 LaTeX 论文模板 - LaTeX Template for Economic Research Journal
quantecon-notebooks-python
A Repository of Notebooks for the Python Lecture Site
bitcoinbook
Mastering Bitcoin 2nd Edition - Programming the Open Blockchain
Barra_CNE6
Barra CNE6 因子构建
QtaTraining2019
北京大学量化交易协会2019级培训课件及代码
AddaAndCooper
Code to solve exercises from Adda and Cooper's "Dynamic Economics" book
NetworkCASC
Repeat Simulation and Empirical Results in "A Dynamic Network Perspective on the Latent Group Structure of Cryptocurrencies"
learning-nlp
nlp in action
rough_bergomi
A Python implementation of the rough Bergomi model.
pdf2word
60行代码实现多线程PDF转Word
ME414
ME414 Introduction to Data Science and Big Data Analytics 2017
design-resource
A list of design resources.
the-swift-programming-language-in-chinese
中文版 Apple 官方 Swift 教程《The Swift Programming Language》
EveryDaySport
从今天开始做一个健康的程序员。
CPlusPlus_Tutorials
My personal projects for learning C++, following lessons from the book "Introduction to Programming with C++" by Y. Daniel Liang