Yichen Ji's repositories
Ubiquant-Market-Prediction-Competition
Ubiquant Market Prediction Competition
Coursera-Twitter-Sentimental-Analysis
A project of sentimental analysis on COVID-19 tweets using python
Bayesian-Computation-Methods
Markov Chain Monte Carlo(MCMC), Approximate Bayesian Computation(ABC), Bayesian Synthetic Likelihood(BSL), Variational Inference(VI)
120-Data-Science-Interview-Questions
Answers to 120 commonly asked data science interview questions.
bisnf
2022 DoSS Summer Research
LearningBayes
An introduction to Bayesian statistics
MultiFactor
A factor-based investment strategy project in the Chinese A-share market
ReplicationCrisis
Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2022)
Statistical-Consulting-Project
Final Consulting Assignment of STA303
Survey_PortfolioSelection
Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining, etc. This article aims to provide a comprehensive survey and a structural understanding of published online portfolio selection techniques.
torchsde
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.