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

Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction

Python package for image analysis of hair curvature and cross-section

Cross-sectional Transformer and FFN for stock return prediction and alpha generation. Implements GKX (2020) NN5 replication and MSRR loss (Kelly et al. 2025) for direct portfolio Sharpe optimization. Avg SDF Sharpe 2.05, significant alpha (t=5.34) unexplained by FF5+Momentum.

An abstract missing value imputation library. EasyImputer employs the right kind of imputation technique based on the statistics of missing data.

Code for parsing hierarchical data in CSPro format, specifically that provided by DHS as individual recode hierarchical data format. Reconstructs the relational table structure of the source data, parses data files into this structure, and loads the data to a PostgreSQL database, enabling reproducible, repeatable cross-sectional analyses

HMSection is a grasshopper plugin for calculation of cross-sectional properties.

Image analysis tool to measure hair cross-sectional micrographs and hair curvature images.

This project was conducted in an academic context as a part of my Data Analytics for Business and Society master's at the University of Ca' Foscari Venice. It assesses the potential relationship between the outcome of the US 2020 presidential elections and some of the major economic factors by american county .

Morgan Stanley's Quant Challenge Qualifier Competition

Effectively visualizing cluster flows and sizes for sequential cluster analyses using matplotlib.

Package for incidence estimation via recency assays with single time-point cross-sectional data collection

Quantificação do efeito da receita recebida na autodenominação como evangélicos em deputados federais de 2018

Stata code for ACBS derivation and analysis on cognitive outcomes in NSHD, for paper: "Associations between midlife anticholinergic medication use and subsequent cognitive decline"

自研深度学习量化模型 · 在 CSI 300 上做 cross-sectional alpha selection · 11 个月 OOS Sharpe 2.93 / Max DD −12.6% · 每日 live tracking + 开源 checkpoint

In this project, I analyse the β-convergence in real GDP per capita growth (2004-2024) across emerging and developed economies.

Associations between dairy farm performance indicators and culling rates under policy driven herd size constraints

Clusterização hierárquica para determinação do número ótimo de clusters de deputados federais evangélicos eleitos em 2018

Sample size calculation for prevalence of sleep disturbance in senior Judo athletes in Canada