Benjamin Liu
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imBenLiu AT gmail.com
Notes
| Stanford Probabilistic Graphical Model (sp19) | Probabilistic Graphical Model, Prof. Perez | datahub code |
| Berkeley MFE 230E (sp19) | Emperical Methods in Finance, Prof. Perez | datahub code |
| Berkeley MFE 230Q (sp19) | Stochastic Calculus, Prof. Perez | code |
| Berkeley MFE 230A (sp19) | Investment and Derivatives, Prof. Perez | code |
| Berkeley COMPSCI C200 (fa18) | Data Science, Prof. Hug and Prof. Perez | CS200 textbook datahub code |
| Berkeley COMPSCI 294-112 (fa18) | Deep Reinforcement Learning, Prof. Levine | CS294 hw1 hw2 code |
| Berkeley COMPSCI 289 (fa18) | Machine Learning, Prof. Yu | CS289 code code |
| Berkeley EE 227BT (fa18) | Convex Optimization, Prof. Ghaoui | EE227BT |
| Berkeley INDENG 240 (fa18) | Optimization Analytics, Prof. Adler | code |
| Berkeley INDENG 263 (fa18) | Applied Stochastic Process, Prof. Righter | note |
| Berkeley DLab (fa18) | R Bootcamp, Prof. Paciorek | code |
| Baruch Pre-MFE (sp18) | Advanced Python for Finance | code |
| Baruch Pre-MFE (sp18) | Advanced VBA for Finance | code |
| UWashington (sp18) | Programming Languages | code |
| deeplearning.ai (sp18) | Deep Learning and Neural Networks | code |
| Princeton (sp18) | Algorithms | code |
| CUHK CSCI 3180 (sp18) | Principal of Programming Languages, Jimmy | CSCI3180 |
| CUHK CSCI 3170 (sp17) | Database System, Prof. Cheng | CSCI3170 |
| CUHK CSCI 2520 (sp16) | Data Structures, Prof. Cheng | CSCI2520 bk CSCI3160 |
| CUHK MATH 4230 (sp18) | Optimization Theory, Prof. Zeng | MATH4230 |
| CUHK MATH 4220 (sp17) | PDE, Prof. Xin | MATH4220 |
| PSU MATH 411 (fa16) | ODE, Prof. Mark | notes1-3 notes6 |
| PSU MATH 416 (fa16) | Stochatic Process, Prof. Zhang | MATH416 MATH416_sol |
| PSU MATH 451 (fa16) | Numerical Computation, Prof. Li | MATH451 |
| PSU MATH 463 (fa16) | Time Series Analysis, Prof. Haran | MATH463 |
| CUHK MATH 4210 (sp16) | Mathematical Finance | intro notes1 notes2 notes3 MATH167 |
| CUHK STAT 3008 (sp18) | Statistical Computing, Prof. Wei | chap1 chap2 chap3 chap4 chap5 |
| CUHK STAT 4006 (fa17) | Categorical Data Analysis, John | notes1 notes2 notes3 |
| CUHK ECON 4470 (sp18) | Economics of Behavioral Finance, Vinci | ECON4470 code excel |
| CUHK FINA 3330 (sp18) | Alternative Investment, Isaac | notes0 notes1 notes2 notes3 notes4 |
| CUHK ECON 3121 (sp17) | Econometrics, Prof. Hsieh | notes2 notes3 |
| Machine Learning Resources | NN, DL, RL at Berkeley, UCL, etc | cs294 cs231n compm050 Oxford Toronto Stanford CalTech Coursera notes |
| Quantitative Finance Resources | Available in CUHK | book cswiki cscorner math physics |
Old Projects
| My NN for Financial Application | Project | project |
| ABS Model | Baruch MFE Python (2018) | project |
| Portfolio Recommendation Auto-reporting | Baruch MFE VBA (2018) | project |
| Trade Performance Monitor (2018) | Mini Project at Job | project |
| One-day Option Hedging Strategy (Xiaoqiwang) | Mini Project at Job | project |
| Analysts' Recommandation | Mini Project at Job | project |
| Asset Allocation Model | Project at Job | project |
| China A-Share Stock Filter (2018) | Mini Project at Job | project |
| OTC Quotes Helper (2018) | Mini Project at Job | project |
| Equity Broker Database | CUHK CSCI 3170 (2017) | project |
| Econometrics | CUHK ECON 3121 (2017) | report |
| Financial Data Analysis | CUHK ECON 3140 (2016) | report |
| Traffic Congestion (2016) | Project Report, in Hong Kong | report |
Ongoing Projects
| Dirac.py | Project at Job | project |