Project

A "C-Like" Language Compiler [C++] (Repo, permission required) 01/2022 – 04/2022

• Compiles a C-like language into MIPS, including Context-Free Analysis, Context-Sensitive Analysis & Code generation

• Designed an algorithm to efficiently type check parse trees

• Actualized theoretic practice by simulating DFA

• Implemented in perfect conformity with specifications

Financial Data Analysis -- Backtesting on Factors Used in Investment Strategies [Python] (Repo) 04/2022

• Selected common factors that are commonly discussed in investment strategies which are supported by papers after year of 2010

• Collected data from Wharton Research Data Services, and prepared data with data cleaning strategies

• Applied Fama-MacBeth regression model doing cross-sectional analysis with in-sample data and tested with out-sample data

• Implemented Machine Learning method with simple linear regression, partial linear regression and ElasticNet regression following train, validation and test stages