- Euclidean Distance Calculation
- Linear Regression
- Tobit Regression
- Bank defaults prediction using FDIC dataset
- Random Forests And Decision Trees
- Eigen Portfolio construction via PCA
- Data Visualization with t-SNE
- Absorption Ratio via PCA
- Discrete-time Black Scholes model
- QLBS Model Implementation
- Fitted Q-Iteration
- IRL Market Model Calibration