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1. Adversarial-RL Adversarial-RL Public

   A Project of a Reinforcement Learning course. Simulated competing investment strategies through continuous refinement in a virtual stock market setting. The strategies adjusted weights to different…

   Python 14 7

2. gep gep Public

   Visualizing a research project on predicting the GBPUSD rate, supervised by Eugene Neduv

   Jupyter Notebook

3. KPMGCapstone KPMGCapstone Public

   Algorithmic comment processing to automate the identification and summarization of sections in PDF documents.

   Jupyter Notebook 1

4. macro macro Public

   Illustrations about how I applied my macro analysis to investments as a portfolio manager from March 2013 to July 2018 (Seoul, KR).

5. predicting-per predicting-per Public

   To build a neural network (LSTM) to forecast forward P/E ratios of the listed companies for the next three months. Inputs: company fundamentals (e.g. Sales, COGS and etc) from WRDS.

   Python 2

6. rms rms Public

   My work as a risk manager at Korea Investment Management from January 2010 to February 2013 (Seoul, KR).