This repository contains slides/papers delivered in the paperclubs hosted by LSB G24 in Dept of Statistics in CUHK.
Some of the slides/notes/papers are stored in the repository, indexed by Name-Date-Topic
- Sparse Recovery by Li Cehng
- Latent Dirichlet Allocation by Zhu Bencong
- Deep Learning for Option Pricing by Jia Bowen
- Gradient-based Monte Carlo by Li Dongrong
- Deep Reinforcement Learning by Wu Gan
- Batch Correlation by Zhang Zheng
- GAN by Li Cheng
- Restricted Hidden Markov Model by Zhu Bencong
- Medical Health Record Embedding by Li Dongrong
- Nonparametric Estimation Using B-spline in Financial Modelling by Jia Bowen
- Factor Analysis in High-Dimensional Time Series by Wu Gan
Some of the topics above could not provide slides yet.