"Dueling Double Deep Q learning in intraday trading", Math 625 Portfolio Theory and Application Final Project

Keywords: Reinforcement Learning; Intraday trading; US stocks

"Chinese service trade network structure and dynamic evolution of its industrial position", China Network for Social Network Analysis (CNSNS) Conference

Author：X. Yao, Y. Wu, W. C. Zhang*(corresponding)

Abstract: This paper applies the world input-output table of Eora 26 database to building the integrated and ego network both of the world and China, and decomposes the basic characteristics of the network's structure, especially observing the dynamic effects of the crisis on development of China's service trade sectors.

"The Mining and Analysis of Web Recruitment Information Based on Document mining, Occupation Network and Time Series Model", 4th TipDM Cup National Data Mining Race Project

Author：W. C. Zhang, Y. Wu, Y. R. Han

Abstract: With the development of network applications, more and more recruitments information is listed on the webs, and these information reflects the certain assignments of the firms on their future crews, these properties including the occupation need, competences and skills. Meanwhile, these information also provides universities and colleges for knowing the update demand of the talents from the society in time, and then arraneging the majors and courses, which also promotes the academic performance of students.

"Quantitative Method and Statistical Arbitrage in Chinese Options Market aiming at 510050.SS ETF options", Honors Thesis in International Business

Purpose – Using quantitative method to analyze options series underlying at 510050.SS ETF, deploying two hedging strategy belongs to statistical arbitrage to test its profitability on certain financial instruments, and further investigating volatility patterns.

Notes for CQF Problem Session - Part IV

This page may help Quant seeker to review Math topics in quantitative finance, especially for CQF delegates. For the purpose of study, I compile these notes from the hand-write Support Session lectures of Prof. Riaz Ahmad.

Topic: Transform Methods, Bond Pricing

Notes for CQF Problem Session - Part III

This page may help Quant seeker to review Math topics in quantitative finance, especially for CQF delegates. For the purpose of study, I compile these notes from the hand-write Support Session lectures of Prof. Riaz Ahmad.

Topic: Portfolio Optimisation, Option Pricing, Computational Finance

Notes for CQF Problem Session - Part II

This page may help Quant seeker to review Math topics in quantitative finance, especially for CQF delegates. For the purpose of study, I compile these notes from the hand-write Support Session lectures of Prof. Riaz Ahmad.

Topic: Stochastic Calculus, Binomial Model, Numerical Methods

Notes for CQF Problem Session - Part I

This page may help Quant seeker to review Math topics in quantitative finance, especially for CQF delegates. For the purpose of study, I compile these notes from the hand-write Support Session lectures of Prof. Riaz Ahmad.

Topic: Differential Equation, Applied Calculus, Diffusion Equation

Markdown Usage Memo

If it's the first time to make a personal blog by Hexo, we need to know what this framework and its render engine can do and cannot do. Here is the Usage Memo. Let’s have a LOOK!