slihn Goto Github PK
Name: Stephen Lihn
Type: User
Bio: I am a quant finance developer, researcher, also interested in machine learning in finance. I program primarily in python and R.
Stephen Lihn's Projects
buffetts_alpha_r
R Factor Analysis with BAB and QMJ factors (Table 4) in the "Buffett's Alpha" paper
deepbsde
Deep BSDE solver in TensorFlow
gas-impl
Reference implementation of generalized alpha-stable distribution
jvmr-debug
Debug JVMR module for a straneous bug
overlap
High-Performance Sparse Matrix Implementation of Portfolio Overlap Calculation
parallel_ops
A python script that demonstrates the response time of a cloud-based computation
psd
R Implementation of the Poisson Subordinated Distribution
rmt
skew_lognormal_cascade_dist
Implementation of the skew lognormal cascade distribution
tictac
Experimenting with different techniques for playing tic-tac-toe
vicsek
R Simulation of Collective Behavior in Vicsek Model
volsurface
Visualize volatility surface
vvix
VIX and VVIX Calculation
yahoo-option-chain
Fetch option chain and implied volatility from Yahoo Finance
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