• BlockChain

  A short survey on how BlockChain could impact Capital Markets, we explain the current state of the cross border payments system and the existing clearing and settlement system, from which we discuss several potential ways Blockchain technology could improve efficiency, reducing risk in capital markets.

• Portfolio optimization with stochastic dominance constraints

  We study the problem of constructing a portfolio of finitely many assets whose return rates are described by a discrete joint distribution. In particular, we study the portfolio optimization via stochastic dominance constraints in the second order.

• Pairs Trading in the Cryptocurrency Market

  Pairs Trading is a typical and popular market-neutral trading strategy, we analyze 10 pairs with the largest market capitalization of the crypto market, resulting in locking on utilizing the pair ADA-XRP. In order to present high-robustness trading, we combine with the ARIMA model, XGBoost, and LSTM respectively to incorperate time-series prediction.

• Chat YouTube Design Documentation

  Design Documentation for the Chat-YouTube Web Application.