Exploring Quantitative Research, Machine Learning, Optimization, and AI agent
| Programming Languages | Project Name | Topics | Status | GitHub | Materials |
|---|---|---|---|---|---|
| Python | Hybrid Approaches to Portfolio Optimization: Integrating Bandit Algorithms and SVRG for Factor Exposures | Machine Learning, Gradient Descent, SVRG, Reinforcement algorithm, Portfolio optimization | Completed | Public | Research PDF |
| Python | Study of Factor Decay & Portfolio Optimization | Factor Investing, Factor Decay, Data Mining, PCA | Completed | Public | Research PDF |
| Python, Go | Manus AI agent optimization for Quant Finance | LLM, AI agent, Optimization | In progress | Private | No material yet |
| Python | S1: Simple Test-Time Scaling for Quantitative Finance | Alternative Data Processing, Quant Finance AI agent, Optimization | In progress | Public | No material yet |
| Python, Go | Enhancing Investment Strategies Using MinIO for Efficient Data Storage and Management | Data Storage, Data Management, Deployment & Monitoring, Data Warehousing | Pending | Public | No material yet |