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