The “socialmedia_comment_prediction” is my python writing sample during one of my summer school;

The "Double l0" is my Matlab writing sample which is partly according to my working paper, Available at SSRN "https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5187690" , following "Feng G, Giglio S, Xiu D. Taming the factor zoo: A test of new factors[J]. The Journal of Finance, 2020, 75(3): 1327-1370."