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chenpnn/README.md

Hi, I am Peng Chen! πŸ‘‹

πŸ“ˆ Financial Engineering / Quantitative Analyst

"The true logic of this world is in the calculus of probabilities. " β€” J. C. Maxwell

"ML is inherently linked to optimization not probability theory. " β€” Dimitris Bertsimas


πŸš€ About Me

  • πŸ’Ό Currently working as a Quantitative Analyst at XYZ.
  • πŸŽ“ Ph.D. in Statistics from University of Science and Technology of China.
  • πŸ§ͺ Specialized in statistical modeling, numerical optimization, and quantitative investment strategies.
  • ⚑ I’m passionate about bridging the gap between rigorous statistical theory and real-world financial markets.
  • πŸ§‘β€πŸ’» I am a member of abess-team.

πŸ“Š My Summary Cards

πŸ›  My WakaTime Coding Activity (over the Last 7 Days)

Python      5 hrs 47 mins         β–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–ˆβ–“   99.33 %
Batchfile   1 min                 β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘   00.43 %
JSON        0 secs                β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘β–‘   00.24 %

Pinned Loading

  1. abess-team/skscope abess-team/skscope Public

    skscope: Sparse-Constrained OPtimization via itErative-solvers

    Python 315 16

  2. abess-team/abess abess-team/abess Public

    Fast Best-Subset Selection Library

    C++ 474 43