Haoxue
@wanghaoxue0Mathematics @ Cambridge | LLM @ Microsoft | Quant @ Millennium | Founder @ LLMQuant
Language Breakdown
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I-Shaped Developer
I-shapedSpecialist — deep expertise in Jupyter Notebook
Collaboration Network
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Repos
20
PRs
0
Growth
+18%
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Coding Streak
Contribution activity over the past year
Virat Singh
@virattt
Zihao Zhang
@zcakhaa
LastWhisper
@keli-wen
Austin Starks
@austin-starks
Dequn Teng
@SyncStudy
Top Repositories
data adaptive variable selection framework for controlling the (directional) false discovery rate (FDR) in structural sparsity
Hierarchical Shrinkage: improving the accuracy and interpretability of tree-based methods
lecturer: Prof. Nicolai Meinshausen
Implementation of pytorch in real task and datasets
the slides for course sparse learning in ETH zurich, the textbook is Statistical Learning with Sparsity The Lasso and Generalizations by Standford University
Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
I developed a pair trading-based strategy, where I used unsupervised learning to identify correlated stocks and employs supervised methods like Linear Regression to analyze and execute trades, aiming to minimize risks and maximize returns. The trading execution is based on the z-score, which is (spread)/(standard deviation of spread)
A guidance for automatic annotation
Open Source Impact
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