prince

GPU-accelerated Factors analysis library and Backtester

多因子指数增强策略/多因子全流程实现

Fast, linear version of CorEx for covariance estimation, dimensionality reduction, and subspace clustering with very under-sampled, high-dimensional data

Scalable Ultra-Sparse Bayesian PCA

This repository contains software for multi-agent simulation model of mixed tra?c ?ow of connected (HVs) and automated vehicles (AVs) in Python using pygame, matplotlib, numpy, scipy and seaborn libraries. The software is capable of simulating many different cases of traffic flow and creates data files and figures for the purpose of analysis.

This repository contains software for multi-agent simulation model of mixed tra?c ?ow of connected (HVs) and automated vehicles (AVs) in Python using pygame, matplotlib, numpy, scipy and seaborn libraries. The software is capable of simulating many different cases of traffic flow and creates data files and figures for the purpose of analysis. Currently I am working on making the front end of the software more user friendly for potential commercialization.

The code for Generative Locally Linear Embedding (GLLE).

Quasar Factor Analysis – An Unsupervised and Probabilistic Quasar Continuum Prediction Algorithm with Latent Factor Analysis

correspondence-analysis is a python module for simple correspondence analysis (CA) and multiple correspondence analysis (MCA).

Return On Invested Capital - This repository contains files that demonstrate Quantitative systematic investment strategy using Return On Invested Capital as a single factor strategy.