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A list of all the posts and pages found on the site. For you robots out there is an XML version available for digesting as well.

Pages

Posts

Hill Climbing

less than 1 minute read

Published:

Brief demo and takeaways from my participation in LSEG PoTaggle II (Advanced Tier) in Nov 2023.

Gradient Boosting

less than 1 minute read

Published:

Brief demo and takeaways from my participation in LSEG PoTaggle II (Advanced Tier) in Nov 2023.

2023-blogs-planned

less than 1 minute read

Published:

  • volatility surface
    • backtracking
    • corporate action
    • static filter and dynamic filter
  • bond similarity project
    • api (design and endpoint)
    • data universe
    • algorithm

2022-blogs-planned

less than 1 minute read

Published:

  • DOE
  • probabilistic output (classfication task)
  • high-dimensional parameter tuning
    • dimensional reduction: MDS and PCA
  • Random Forest parameter screening
  • BoxCox and Log on X for extrememly big data
  • Multimodel recipe search (optimization)
    • scipy minimize (SLSQP)
    • subsystem sampling
    • interpolation
    • discrete search

portfolio

【Winter 2021】Financial Statistics

This Ph.D. course covers topics in financial statistics with a focus on current research. Topics will include time-series modeling, volatility modeling, high-frequency statistics, large dimensional factor modeling and estimation of continuous time processes.

【Fall 2020】Introduction to Time Series Analysis

Time series models used in economics and engineering. Trend fitting, autoregressive and moving average models and spectral analysis, Kalman filtering, and state-space models. Seasonality, transformations, and introduction to financial time series.

【Winter 2018】Java Programming II

Hands-on Programming Assignments (PAs) with designing, writing, hand-tracing, compiling or interpreting, executing, testing, and debugging Java programs.

【Fall 2017】Java Programming I

Hands-on Programming Assignments (PAs) with designing, writing, hand-tracing, compiling or interpreting, executing, testing, and debugging Java programs.

publications

talks

teaching