mirca

Funding Links: https://github.com/sponsors/mirca

Name: Zé Vinícius
Location: Clear Water Bay, Hong Kong
Company: Morgan Stanley
Kind: user
Followers: 207
Following: 38
Total stars: 36
Repositories count: 303
Created at: 2023-02-19T22:25:37.275Z
Updated at: 2025-03-24T23:30:43.619Z
Last synced at: 2025-03-24T23:30:43.619Z

GitHub Sponsors Profile

Hi there! I'm a PhD student at HKUST. I write open source R, Python, and C++ code for applied finance, machine learning, and scientific computation. More recently, I maintain the packages riskParityPortfolio and riskparity.py for risk-based portfolio design and spectralGraphTopology for learning graphs from data. Learn more about me on my website and check out the projects I contribute to on my GitHub profile.