Siyuan
@Nicole2879662076
About
Python, SQL, C++; Matlab, R, SAS, VBA; Linux, Git, DolphinDB, Google Cloud Platform, HTML
Skills & Technologies
Projects & Repositories
Recent public projects and repositories from this profile.
Pair-HF-trading-in-simple-framework
PythonA lightweight pair trading framework for HFT. Includes correlation screening, cointegration testing, and trades at counterparty prices (slippage ignored). Features data preprocessing, feature engineering, strategy templates, and risk controls (rebalance limits, holding time, stop-loss). Outputs performance metrics for rapid prototyping.
The-Financial-Sentiment-Classification-Benchmark-ML-BERT-and-LLMs-in-Competition
Jupyter NotebookFSC-Bench) is a comprehensive evaluation framework for financial sentiment analysis. It benchmarks three model paradigms—ML, BERT variants, and LLMs—across three experiments: baseline performance on imbalanced/balanced news datasets, temporal robustness to recent financial news, and domain robustness to Reddit discussions.
High-frequency-trading-simple-framework
PythonA lightweight HFT backtesting framework for order-book strategies. Trades at counterparty prices, ignoring slippage. Provides data preprocessing, feature engineering, strategy templates, and risk controls (rebalance limits, holding periods, stop-loss). Outputs performance metrics. Supports rapid strategy prototyping.
Customer-bank-account-management-platform
C++This note completes the construction of a suggested bank system with C++, setting permissions from customers' accounts and bank managers, including basic Deposit and withdrawal transaction behaviors (Inquiry, Deposit, Withdraw, Transfer, Loan, Repay, Change password, Quit).
jsf_tests
HTMLAn R package created for Google Summer of Code (GSoC) testing, providing an interface to the Python JSF (Jump-Switch-Flow) hybrid simulation engine. Includes complete solutions for all three test tasks: Quarto demonstration, basic R package with reticulate integration, and performance comparison of stochastic vs deterministic simulations.
Player-score-prediction-based-on-multiple-linear-regression-model
PythonThe 2023 International Conference on Mathematics and Statistics and Cloud Computing:Player score prediction based on multiple linear regression model.