Yingxin LIN (@lyx66)
github

lyx66

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  • Stars
    star
    55
  • Global Rank 319,043 (Top 11 %)
  • Followers 11
  • Following 4
  • Registered almost 5 years ago
  • Most used languages
    Jupyter Notebook
         50.0 %
    Python
         25.0 %
    Stata     25.0 %
  • Location 🇭🇰 Hong Kong
  • Country Total Rank 1,012
  • Country Ranking
    Stata     3
    Jupyter Notebook
         72
    Python
         753

Top repositories

1

Factor-augmented-vector-autoregressive-FAVAR-WINRATS-code-package-

A powerful & convenient package for a two-step estimation method of the Factor augmented VAR (FAVAR) model, which is mainly based on RATS 10.0 .
Jupyter Notebook
13
star
2

Value-at-Risk-VaR-Based-on-Historical-Simulation-in-Conjunction-with-GARCH-Model

Python code for rolling Value at Risk(VaR) of fiancial assets and some of economic time series, based on the procedure proposed by Hull & White(1998).
Jupyter Notebook
11
star
3

Option-Hedging-Strategy-Modeling-based-on-Time-Value

Python code for a trading strategy based on time value performed in the SSE 50ETF option market.
Python
9
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4

MNIST-Image-Recognition-Based-on-Xgboost-Algorithm-and-Features-Extraction

Different from the common practice of MNIST image recognition using CNN algorithm, I apply Numpy and OpenCV to extract relevant features from each MNIST figure, and then trains Xgboost recognition model. After gradually adjusting parameters, the accuracy of the optimal model on the test set can reach 88%. In additon, since I've made extensive use of the broadcasting-mechanism of NumPy instead of loops when coding, the code can run at an excellent speed.
Jupyter Notebook
6
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5

STATA-Code-for-Constructing-Tail-Risk-Network

This is the STATA code that I used to compute pair-wise tail risk spillover, which is oputed by a R code, across 38 industries in China.
Stata
4
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6

Get-Coordinates-Using-the-Fuzzy-Names-of-Places

This code is used to get coordinates (i.e., latitude and longitude) of some places using their fuzzy names from Google Maps.
Python
2
star
7

STATA-Code-for-Negative-Shock-for-Each-Industry

This is the STATA code that I used to compute yearly shock, which is based on the financial data of listed companies, for 38 industries in China.
Stata
2
star
8

Get-Daily-Histrorical-Weather-Data-by-Coordinates

Code Find_weather is used to get daily histrorical weather data by coordinates (i.e., latitude & longitude) from NASA. Besides, code Find_AQ can be used to obtain hourly histrorical air pollution data by coordinates from OpenWeather API.
Jupyter Notebook
2
star
9

limyingxin

1
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10

Indian-Yields-Curve-Data-set

1
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