-
Chinese University of Hong Kong
- HongKong
Block or Report
Block or report lyx66
Contact GitHub support about this user’s behavior. Learn more about reporting abuse.
Report abusePinned Loading
-
MNIST-Image-Recognition-Based-on-Xgboost-Algorithm-and-Features-Extraction
MNIST-Image-Recognition-Based-on-Xgboost-Algorithm-and-Features-Extraction PublicDifferent from the common practice of MNIST image recognition using CNN algorithm, I apply Numpy and OpenCV to extract relevant features from each MNIST figure, and then trains Xgboost recognition …
Jupyter Notebook 6
-
Factor-augmented-vector-autoregressive-FAVAR-WINRATS-code-package-
Factor-augmented-vector-autoregressive-FAVAR-WINRATS-code-package- PublicA powerful & convenient package for a two-step estimation method of the Factor augmented VAR (FAVAR) model, which is mainly based on RATS 10.0 .
-
Value-at-Risk-VaR-Based-on-Historical-Simulation-in-Conjunction-with-GARCH-Model
Value-at-Risk-VaR-Based-on-Historical-Simulation-in-Conjunction-with-GARCH-Model PublicPython code for rolling Value at Risk(VaR) of fiancial assets and some of economic time series, based on the procedure proposed by Hull & White(1998).
-
Option-Hedging-Strategy-Modeling-based-on-Time-Value
Option-Hedging-Strategy-Modeling-based-on-Time-Value PublicPython code for a trading strategy based on time value performed in the SSE 50ETF option market.
If the problem persists, check the GitHub status page or contact support.