My paper on Empirical Asset Pricing and Machine Learning here
Excerpt from my paper Mathematics of Independent Component Analysis and Principal Component Analysis here
Excerpt from my thesis lp Normed Regularization's mathematics here
Excerpt from my thesis Generalized Additive Models here
Excerpt from my thesis Theoretical Background of Regression trees with Cost Complexity Pruning here
Excerpt from my thesis Theoretical Rationale of Ensemble Method (Boosting and Random Forests) here
Excerpt from my thesis Statistical Learning Theory here
Excerpt from my thesis Theoretical Asset Pricing Theory: From Stochastic Discount Factors to High Dimensional Factor Models here
Excerpt from my thesis Detailed Explanation of the Accelerated Proximal Gradient Descent Method for Convex Optimization here
Excerpt from my thesis Python code here
Game: Interactive stock prediction game based on Time series modeling here
My Datasets Those are a set of collected data though cleaning and processing
Dashboard here