Comparative High Frequency Trading Analysis on the Microstructure Behaviors of Three Common Stock
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posts
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A Comparative Stock Microstructure Behavior Study
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Dissecting Momentum through Machine Learning
Are Solely Price-based Factors Powerful Enough for Cross-sectional Equity Return Predictions: An Empirical Study on the Limited Predictive Power of Momentum-based factors under Machine Learning Framework.
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Are Gun Laws a Remedy for the Suicidal Epidemic?
A Look into the Relationship between Firearm Suicides and Gun Laws in the United States
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Binomial Option Pricing in R
This illustrative project involves the entire tree matrix for the intermediate steps to implement the Binomial Options Pricing Model.
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Design Demo for News Personalization
The project serves as a proof of concept for news personalization, with design idealization, implementation and ethical considerations.
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Cycling Around the City
Bikeshare Regression Model Building and Selection in Washington DC