Hello!! Welcome to this page. This is where Xiangyuan's research is shared. My main research direction is data science, because I am an economics major, so the data analyzed are mostly concentrated in the financial market and economic panel data. If you have any interest in my research, please feel free to contact me, I am very happy to communicate with you!
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1. Corporate Finance
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2. Fixed Income
- 2.1 Risk Parity Model in China's Stock Market (8 indexes used)
- 2.2 Compound Rates Simulation
- 2.3 Dynamic Nelson–Siegel (DNS) Model
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3. Trading