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  1. Artanis Artanis Public

    Option Trading Strategy Backtester

    MATLAB 1

  2. SupportVectorMachine SupportVectorMachine Public

    Support vector machine with different numerical optimization method

    MATLAB 1

  3. ReinforcementLearning ReinforcementLearning Public

    This repo contains several jupyter notebooks that implements some RL/DP algos with OpenAI Gym games. It also serves as my notes for Lehigh ISE416 dynamic programming.

    Jupyter Notebook

  4. ClusterRiskParity ClusterRiskParity Public

    Jupyter Notebook 1

  5. LogisticRegression LogisticRegression Public

    Solve LR and sparse LR in MATLAB

    MATLAB

  6. StochasticCalculus StochasticCalculus Public

    Notebook for learning Stochastic Calculus

    Jupyter Notebook 1 1