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1. Financial_Feature_Engineering_cross_sample Financial_Feature_Engineering_cross_sample Public

   【Framework】Let the neural network 'freely' learn the relationship between different stocks. An intuitive example in quantitative finance, tensorflow 1.3.0.

   Python 25 4

2. Captcha-Recognition-Digit-Number Captcha-Recognition-Digit-Number Public

   【Framework】This is a captcha recognition algorithm tailored for 4 length digit recognition. Written in CNN, Tensorflow 1.3-1.7.

   Python 12 5

3. Neural-Finance Neural-Finance Public

   【State-of-the-Art】Some truely worked idea, about how to use aritificial intelligence in quantitative finance.

   HTML 8 1

4. Quantitative-Investment-Slide-THU Quantitative-Investment-Slide-THU Public

   【Slide】It's a pre-class document for <Introduction to Quantitative Finance, Tsinghua, Master Program Course> written by me (Alex Fang). It includes statistics, prob, programming (python), visualiza…

   Jupyter Notebook 7 2

5. XGboost_Index-Enhancement-Strategy XGboost_Index-Enhancement-Strategy Public

   【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 Spring.

   Python 15 6

6. Option_Pricing_Python Option_Pricing_Python Public

   I use Python3 to try the experiments on the classic book <Options, Futures and other Derivatives>, the BS model and the sensitivity analysis on Greek Letters.

   Python 29 9