Name: Troy Zhang
Type: User
Company: Fudan University
Bio: Fudan B.S. Data Science;
Cornell M.Eng Operations Research and Information Engineer;
Udacity's Nanodegree for Machine Learning Engineer;
Love tech & markets
Location: Shanghai, China
Blog: toryzhangchu.github.io
Troy Zhang's Projects
上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率、最低风险
定义了计算指数相关评价指标的类,包括夏普比、年化收益、卡玛比例、夏普比率、索提诺比率、最大回撤、下行波动率、偏度、斜度等11个指标,并计算出各指数60日的年化上述指标,同时又采用多进程的方法进行了改进。
In this repository I list some course projects I did during my undergraduate at the School of Data Science, Fudan University.
Final project for the course Machine Learning
Projects for Udacity's Machine Learning Engineer Nanodegree