Projects

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Statistical Arbitrage on Cryptocurrency   [Report] May 2024
Implemented cointegration analysis and constructed two arbitrage strategy accordingly based on BTC, ETH, LTC, and BCH.

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Factor Analysis Project   [GitHub] Aug. 2023
Developed a Python-based parallel factor backtesting framework, integrating optimization, automatic reporting, and statistical comparison modules to enhance factor-based investment strategies.

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A Review of Reinforcement Learning Applications in Algorithmic Trading   [Report] May 2023
Summarized the applications of deep reinforcement learning methods and corresponding techniques in algorithmic trading.

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Comparative Analysis of Object Detection Models   [Report] May 2023
Compared the performance of Faster R-CNN, RetinaNet, and SSD on PASCAL VOC2012 dataset. Investigated the usefulness of focal loss in accuracy improvement.

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NLP Sentiment Analysis on Student Forum   [Slides]   [Report] Apr. 2023
Trained a BERT-based model with several techniques solving data imbalance, and achieved an accuracy of 85.33% and an F1 score of 74.37% on the test set.