8000 TonyYHLau (TonyYHLau) · GitHub
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  • HKUST
  • Hong Kong

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  1. Thesis Thesis Public

    My paper about spatio-temporal graph neural networks published on ACM SIGSPATIAL 21. https://dl.acm.org/doi/abs/10.1145/3474717.3484207

    Python 1

  2. Forecasting-exchange-rates-using-machine-learning-models Forecasting-exchange-rates-using-machine-learning-models Public

    Built some machine learning models to forecast EUR/USD and built an investment strategy.

    Jupyter Notebook

  3. Factor-Research Factor-Research Public

    Jupyter Notebook

  4. Frequent_Pattern_Tree Frequent_Pattern_Tree Public

    I implemented an algorithm to mine frequent patterns from databases

    Python 1

  5. Optimize-Portfolio-Weights Optimize-Portfolio-Weights Public

    Calculate the efficient frontier and optimize portfolio weights

    Python 1

  6. Deep-Learning-in-Asset-Pricing Deep-Learning-in-Asset-Pricing Public

    Forked from gavinfeng/Deep-Learning-in-Asset-Pricing

    https://arxiv.org/abs/1805.01104

    Python

0