Ken Huang
multimodal-transportation-optimization
A project on using mathematical programming to solve multi-modal transportation cost minimization in goods delivery and supply chain management.
crypto-arbitrage-framework
A cryptocurrency arbitrage framework implemented with ccxt and cplex. It can be used to monitor multiple exchanges, find a multi-lateral arbitrage path which maximizes rate of return, calculate the op...
HFT-price-prediction
A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
character-network
A project on using network graph, NLP techniques (entity recognition, sentiment analysis) to analyse the relationships among characters in a novel. The project takes novel Harry Potter as an example a...