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1. MNIST-Image-Recognition-Based-on-Xgboost-Algorithm-and-Features-Extraction MNIST-Image-Recognition-Based-on-Xgboost-Algorithm-and-Features-Extraction Public

   Different from the common practice of MNIST image recognition using CNN algorithm, I apply Numpy and OpenCV to extract relevant features from each MNIST figure, and then trains Xgboost recognition …

   Jupyter Notebook 6

2. Factor-augmented-vector-autoregressive-FAVAR-WINRATS-code-package- Factor-augmented-vector-autoregressive-FAVAR-WINRATS-code-package- Public

   A powerful & convenient package for a two-step estimation method of the Factor augmented VAR (FAVAR) model, which is mainly based on RATS 10.0 .

   Jupyter Notebook 17 4

3. Value-at-Risk-VaR-Based-on-Historical-Simulation-in-Conjunction-with-GARCH-Model Value-at-Risk-VaR-Based-on-Historical-Simulation-in-Conjunction-with-GARCH-Model Public

   Python code for rolling Value at Risk(VaR) of fiancial assets and some of economic time series, based on the procedure proposed by Hull & White(1998).

   Jupyter Notebook 13 4

4. Option-Hedging-Strategy-Modeling-based-on-Time-Value Option-Hedging-Strategy-Modeling-based-on-Time-Value Public

   Python code for a trading strategy based on time value performed in the SSE 50ETF option market.

   Python 9 2