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  1. kPCA-in-high-frequency-trading kPCA-in-high-frequency-trading Public

    • Partition trading time series data into 30 minutes intervals by picking the mean transaction price and volumes in each interval and compute the log-return (aka ’U sequence’) and write it into a c…

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  2. Twitter-analytics-for-University-endowment-analysis Twitter-analytics-for-University-endowment-analysis Public

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  5. Classification-on-credit-risk-data Classification-on-credit-risk-data Public

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  6. Basic-PCA Basic-PCA Public

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