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201804_barrafactors

Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.

alphatrading

An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.

barra

Barra Multifactor Model

barra-equity-risk-model

barra-model

An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.

barra-risk-model

Implemented some mathematical processings used in the Barra risk model

barra_cne5

Provide risk forecasts by Barra China Equity Model

barra_cne5-1

Self-built BARRA CNE5

barra_cne6

Barra CNE6 因子构建

barra_risk

A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. Created by Rosemary He Sept. 2019, under Zhiqiang Zhang.

barrariskmodel

caffe

Caffe: a Fast framework for neural networks. For the most recent version, check out branch dev. For a more stable version, check out branch master.

ccv

C-based/Cached/Core Computer Vision Library, A Modern Computer Vision Library

cne5_factors

cornell-moe

A Python library for the state-of-the-art Bayesian optimization algorithms, with the core implemented in C++.

crowd_group_profile

Matlab code for our CVPR 2014 work "Scene-Independent Group Profiling in Crowd".

cxxnet

CXXNET, yet another neural network toolkit

decaf-release

http://decaf.berkeleyvision.org/

dshell

Dshell is a network forensic analysis framework.

exemplarsvm

Ensemble of Exemplar-SVMs for Object Detection and Beyond

fbcunn

Facebook's extensions to torch/cunn.

glmnet-python

Wrappers of Jerome Friedman's coordinate-descent Fortran implementation of lasso/elastic net regression from the R "glmnet" package.

hfai-models

HFAI deep learning models

ipython-minibook

Code examples from the IPython minibook, Packt Publishing, by C. Rossant

iterm2-zmodem

Automatic ZModem support for iTerm 2

itorch

IPython kernel for Torch with visualization and plotting

leetcode

LeetCode Solutions: A Record of My Problem Solving Journey.( leetcode题解，记录自己的leetcode解题之路。)

leetcode-go

✅ Solutions to LeetCode by Go, 100% test coverage, runtime beats 100% / LeetCode 题解

libfacedetection

A binary library for face detection in images.

libpku

贵校课程资料民间整理