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  1. Black_Litterman-with-ARIMA Black_Litterman-with-ARIMA Public

    Comparing Black-Litterman Model with Markowitz Model and generating investors' views with ARIMA Model and SVR

    Jupyter Notebook 1

  2. CNN CNN Public

    Implement CNN to figure out whether there is a boat in photos

    HTML

  3. ML_Algo_AAPL ML_Algo_AAPL Public

    Implement NB, SV, Random Forest algorithms to predict AAPL stock return

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  4. PortOpt PortOpt Public

    Implement 5 different methods to create portfolio

    Jupyter Notebook

  5. FRE6233 FRE6233 Public

    Forked from keithalewis/FRE6233

    Option Pricing and Stochastic Calculus

    C++

  6. FRE6233-final FRE6233-final Public

    Forked from keithalewis/FRE6233-final

    FRE6233 final exam

    C++