page
Personal academic homepage, currently migrating from Django to a lightweight al-folio-style Jekyll site.个人学术主页,目前正从 Django 迁移到轻量的 al-folio 风格 Jekyll 站点。
JekyllGNNHAR
Graph-enhanced HAR volatility forecasting experiments on the Dow 30 universe, comparing HAR, GHAR, and GNNHAR variants with realized and implied volatility features.面向 Dow 30 股票 universe 的图增强 HAR 波动率预测实验,比较 HAR、GHAR 与 GNNHAR 变体,并结合 realized volatility 和 implied volatility 特征。
Python / PyTorchGitHub profile
A full repository list can be viewed on GitHub.完整代码仓库列表可以在 GitHub 查看。
GitHub