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Name: Yingxin LIN
Type: User
Company: Chinese University of Hong Kong
Bio: Hi~I am a Ph.D. student at CUHK Business School. My coding interests include financial time series modeling & ML.
Location: HongKong
Name: Yingxin LIN
Type: User
Company: Chinese University of Hong Kong
Bio: Hi~I am a Ph.D. student at CUHK Business School. My coding interests include financial time series modeling & ML.
Location: HongKong
ARCH models in Python
A powerful & convenient package for a two-step estimation method of the Factor augmented VAR (FAVAR) model, which is mainly based on RATS 10.0 .
Code for the paper: Detecting Photoshopped Faces by Scripting Photoshop
Example code to create firm level risk in Hassan et al. (2020)
This code is used to get coordinates (i.e., latitude and longitude) of some places using their fuzzy names from Google Maps.
Code Find_weather is used to get daily histrorical weather data by coordinates (i.e., latitude & longitude) from NASA. Besides, code Find_AQ can be used to obtain hourly histrorical air pollution data by coordinates from OpenWeather API.
Different 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 model. After gradually adjusting parameters, the accuracy of the optimal model on the test set can reach 88%. In additon, since I've made extensive use of the broadcasting-mechanism of NumPy instead of loops when coding, the code can run at an excellent speed.
Python API to get historical data from the NOAA weather station nearest a location specified by zip code or latitude / longitude
Python code for a trading strategy based on time value performed in the SSE 50ETF option market.
This is the STATA code that I used to compute pair-wise tail risk spillover, which is oputed by a R code, across 38 industries in China.
This is the STATA code that I used to compute yearly shock, which is based on the financial data of listed companies, for 38 industries in China.
Python 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).
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.