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Lei Duan's Projects

advent_of_code icon advent_of_code

this is a repo for storing my solutions to advent_of_code coding challenges

datascience_interview_seminar icon datascience_interview_seminar

This is the presentation on - What are the key points one should consider if they will be appearing in Data Science job interview

deeplearning icon deeplearning

深度学习入门教程&&优秀文章&&Deep Learning Tutorial

ggplot2bdc icon ggplot2bdc

Collection of themes and tools for modifying ggplot2 plots

lightgbm icon lightgbm

A fast, distributed, high performance gradient boosting (GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning tasks. It is under the umbrella of the DMTK(http://github.com/microsoft/dmtk) project of Microsoft.

readings icon readings

This is a repo for my reading notes + reflections. technique + random topics.

report-resturant-location-prediction icon report-resturant-location-prediction

This a coding script & report using Stepwise regression model to predict for a restaurant location choice based on both model performance and economical meaning behind parameters.

shap icon shap

A game theoretic approach to explain the output of any machine learning model.

strategies icon strategies

quantitative trading with Javascript, Python, C++, Blockly, MyLanguage(麦语言)

time-series-models-selection-stock-return-prediction icon time-series-models-selection-stock-return-prediction

This is a model selection coding script for predicting time series covering comparison between Lasso, PM and kitchen sink model as well as based on both MSE and economic loss function. The data is downloaded from Amit Goyal’s web site and is an extended version of the data used by Goyal and Welch (Review of Financial Studies, 2008). It contains monthly information on US stock returns as well as on a range of predictor variables proposed in the literature.

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