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Name: Ian
Type: User
Ian's Projects
120-data-science-interview-questions
Answers to 120 commonly asked data science interview questions.
14th-solution-for-credit-default-risk
Feature engineering part of our gold medal solution for Home Credit Default Risk Competition
citadel-dataopen
This is the final report my team submitted in DataOpen hosted by Citadel and Citadel Securities at Princeton University.
comparison-between-garch-type-models
The project is advised by Professor Robert Engle in his FINANCIAL ECONOMETRICS PhD course. I made comparison between the performance of different GARCH-type models, including GARCH, EGARCH, TGARCH and GJRGARCH, when forecasting implied volatility.
corda
Corda is an open source blockchain project, designed for business from the start. Only Corda allows you to build interoperable blockchain networks that transact in strict privacy. Corda's smart contract technology allows businesses to transact directly, with value.
earnings-report-impact-on-stock-price
Financial Computing Final Project
keras_lightgbm_lib
Library for keras and lightgbm
libfm_in_keras
This notebook shows how to implement LibFM in Keras and how it was used in the Talking Data competition on Kaggle.
pricing-american-option-using-monte-carlo
Using Longstaff-Schwartz methods along with antithetical sampling and control variable
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