Skip to content
View MapleBadger666's full-sized avatar
  • Vancouver

Block or report MapleBadger666

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
MapleBadger666/README.md

Hi, I'm Mark He

I'm a Mathematics student at the University of British Columbia interested in statistical modeling, machine learning, and computational methods for analyzing real-world data, with quantitative finance as one of my primary application areas.

Current Focus

  • Statistical modeling, inference, and empirical model evaluation
  • Machine learning for structured, cross-sectional, and time-series data
  • Quantitative research using factor modeling, Spearman Rank IC, quantile analysis, and backtesting
  • Reproducible research workflows with Python, Git, automated testing, validation, and reporting

Technical Stack

Languages: Python, R, Java, C++, C
Scientific Computing / Data: NumPy, pandas, SciPy, scikit-learn, statsmodels, Matplotlib
Statistics / ML: statistical inference, regression, machine learning, time-series analysis, cross-sectional analysis
Quantitative Research: factor modeling, Rank IC analysis, factor evaluation, multi-factor modeling, backtesting
Tools: Git, GitHub, Jupyter, LaTeX, VS Code

Featured Projects

Python-based quantitative research platform for constructing and empirically evaluating cross-sectional equity factors.

  • Evaluates factor signals using Spearman Rank IC, ICIR, quantile returns, and long-short diagnostics
  • Implements forward-return construction, cumulative-return analysis, Sharpe ratio, and maximum drawdown
  • Emphasizes point-in-time data alignment, validation, and reproducible empirical research

Data-driven mathematical modeling of smartphone battery behavior using DXOMARK battery-test data.

  • Developed coupled state-of-charge (SOC)–temperature ordinary differential equation models in SciPy
  • Calibrated thermal and discharge-efficiency parameters and simulated battery runtime and long-term degradation
  • Evaluated model robustness through regression diagnostics and sensitivity analysis, with exploratory analysis of long-term battery degradation

Interactive Analytics Dashboard

Java-based analytics system for processing, exploring, and visualizing structured datasets.

  • Implemented data ingestion, filtering, cleaning, format normalization, and missing-value handling
  • Built interactive components for exploring summary statistics, distributions, indicators, and temporal trends

Interests

  • Applied Statistics
  • Statistical Machine Learning
  • Computational Statistics
  • Quantitative Finance
  • Time-Series and Cross-Sectional Data Analysis
  • Reproducible Research Systems

Pinned Loading

  1. bankiller-quant-research-platform bankiller-quant-research-platform Public

    Statistical factor research platform with Spearman Rank IC, quantile analysis, long-short diagnostics, and reproducible validation.

    Python

  2. mcm-battery-modeling mcm-battery-modeling Public

    Data-driven smartphone battery modeling with coupled SOC-temperature ODEs, parameter calibration, regression diagnostics, and sensitivity analysis.

    Python

  3. quant-navigator quant-navigator Public

    Bilingual quantitative research resource navigator for market data, factor research, papers, backtesting tools, and research workflows.

    TypeScript