Research

Academic Interests

Given my experience in finance and analytics, I have a great interest in finance, operations research, and data analysis.

Currently, I am studying operations research and machine learning. For operations research, thanks to my undergraduate studies, I am studying constrained nonlinear optimization. For machine learning, I have just started learning and am still learning the mathematical principles of support vector machines.

In addition, I am also training myself in Python and SQL programming skills. I deeply understand that these two programming languages ​​are very important for my career planning.

  • Data Preprocessing(1)

    Please follow the instructions below: 1) Import the required libraries2) Load the dataset3) Take care of the missing data (‘nan’ value): fill them with average value4) Encode the categorical variable: ① Encode the independent variable ② Encode the dependent variable5) Split train set and test set with parameters: test_size = 0.2, random_state = 06) Apply…

  • Linear Algebra Review (1)

    1.1 Vectors and matrices Linear Combination: A linear combination of a set of vectors is a sum of those vectors where each vector is multiplied by a scalar coefficient. Subspace: A subspace of a vector space is a subset of the space that is itself a vector space under the same addition and scalar multiplication…

  • ARMA-GARCH-BEKK Model

    In the past, I encountered problems related to the BEKK model when studying volatility models. Recently, I encountered similar problems again. Let me summarize what I have learned. I used “Introductory Econometrics For Finance” by Chris Brooks for my introduction. The order of my study was ARCH model → GARCH model → asymmetric GARCH model…