Completed on:
This group project develops a generalized principal component regression approach for stock price modelling and stock selection. The focus was on handling high-dimensional financial factors through PCA-based compression before prediction.
Completed on:
This group project analyzes Hong Kong horse racing data and compares several machine learning methods for predicting race outcomes. The work combines data preparation, feature engineering, model comparison, and result interpretation.
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This project implements a robust risk assessment toolkit in R based on F-divergences. It reproduces and extends ideas from the literature and applies them in both simulation-based and practical examples.
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This project studies diffusion probabilistic models under Gaussian mixture models and compares several major samplers under the same target distribution. The work focuses on both theoretical understanding and practical performance across dimensions.
Short description of portfolio item number 1
Short description of portfolio item number 2
Published in Under review, 2025
Self-normalized jump test for high-frequency data.
Under review.
Published in Under review, 2025
Jittered estimators and tests of jumps under infill asymptotics.
Under review.
Completed on:
This is a description of your talk, which is a markdown file that can be all markdown-ified like any other post. Yay markdown!
Completed on:
Completed on:
This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.
Undergraduate course, University 1, Department, 2014
This is a description of a teaching experience. You can use markdown like any other post.
Workshop, University 1, Department, 2015
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