ZhehaoLi's Projects
FX Carry-Trade
Lee-Ready Tick Strategy with risk adjustment
Code
DoWhy is a Python library for causal inference that supports explicit modeling and testing of causal assumptions. DoWhy is based on a unified language for causal inference, combining causal graphical models and potential outcomes frameworks.
ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.
A PyTorch-based End-to-End Predict-then-Optimize Library for Linear and Integer Programming
Intro to CPP in FE
Risk Parity and Factors Model on multi asseet management
My Bio