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Gangquan Zhang's Projects

csc258 icon csc258

Computer structures, machine languages, instruction execution, addressing techniques, and digital representation of data. Computer system organization, memory storage devices, and microprogramming. Block diagram circuit realizations of memory, control and arithmetic functions.

multifactor icon multifactor

Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.

survey_portfolioselection icon survey_portfolioselection

Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining, etc. This article aims to provide a comprehensive survey and a structural understanding of published online port

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