Posts – Yang (Ken) Wu

Portfolio Optimization with Python: Hierarchical Risk Parity

Finance

Python Programming

Machine Learning

Statistical Learning

Portfolio Optimization

Optimizing portfolio construction using the machine learning based Hierarchical Risk Parity algorithm

Scraping ETF KPIs with AWS Lambda, AWS Fargate, and Alpha Vantage

AWS

Python Programming

Finance

Automate the collection of key performance indicators and financial metrics for ETFs using AWS services and financial APIs

End-to-End Time Series Forecasting with Amazon SageMaker

AWS

Machine Learning

Time Series

Python Programming

Training a time series model with Amazon SageMaker and deploying it as a REST API with AWS Lambda and Amazon API Gateway

Using Transformers for Tabular Data: A Complete Guide with Amazon SageMaker

Machine Learning

AWS

Python Programming

Training a deep learning classification model on Amazon SageMaker, tuning hyperparameters with Optuna, and deploying an inference server endpoint with Flask

Deploying Python Dash and R Shiny Apps with ShinyProxy, Docker, Amazon EC2 and Cognito

AWS

R Programming

Python Programming

Steps for deploying Python Dash and R Shiny applications using ShinyProxy, Docker, Amazon EC2, and Cognito

Setting Up Visual Studio Code on Amazon SageMaker Notebook Instances with CloudFormation

AWS

A guide to setting up Visual Studio Code on SageMaker Notebooks with CloudFormation

K-Nearest Neighbors (KNN) Classifier: Step-by-Step Python Implementation from Scratch

Machine Learning

Python Programming

Step-by-step Python tutorial for building a K-Nearest Neighbors (KNN) classifier from the ground up

Probability Functions in R and Python

R Programming

Python Programming

Probability & Statistics

Mathematics

A comprehensive reference for probability functions in R and Python, covering both continuous and discrete cases

Deploying Shiny Apps or Interactice Documents with Shiny Server and AWS

R Programming

AWS

Steps for deploying shiny applications or interactive documents with AWS

Portfolio Optimization with Python and R: Modern Portfolio Theory

Finance

Python Programming

Portfolio Optimization

Optimizing portfolio construction using Python and Markowitz’s mean-variance framework, with visualization in R

Statistical Factories in R (Part II)

R Programming

Application of R function factories in statistics

Estimating Probabilities of Asset Returns in R

R Programming

Finance

Probability & Statistics

Mathematics

Using Base R function factory to estimate probabilities of asset returns

Function Factories in R (Part I)

R Programming

A little theory on R environments before the awesome function factories

Portfolio Optimization Dashboard in R

R Programming

Finance

Portfolio Optimization

A portfolio optimization dashboard using Markowitz’s mean-variance framework

An Interactive Portfolio Dashboard Using R Shiny

R Programming

Finance

Portfolio Optimization

An interative portfolio dashboard powered by shiny

Visualizing Asset Returns Time Seiries in R

R Programming

Finance

Visualization asset returns in the tidyverse and in xts

Portfolio Optimization and Returns in R

R Programming

Finance

Portfolio Optimization

Portfolio optimization and analytics in Tidyquant

The Central Limit Theorem and Power Simulation in R

R Programming

Probability & Statistics

Mathematics

Central Limit Theorem in R and a power simulation study for the two-way ANOVA with interaction

Applications of Subsetting Operators in R

R Programming

Some useful applications of subsetting in R

Control Flow and Vectorization in R

R Programming

Problem solving using control flows and vectorization in R

Implementing Mathematical Concepts in R

Mathematics

R Programming

Some interesting implementations of mathematical concepts in R