References

Source

• Google Schoolar

• sci-hub

Programming

Graphics Programming Black Book, by Michael Abrash

How to write high performance software,

Graph

• Introduction to Graph Theory
• Computer Graphics: Principles and Practice

Mathmatics

• Book of Proof

Algorithm

• "Introduction to Algorithms" by Cormen, Leiserson, Rivest, and Stein (CLRS)

• "Algorithms" by Robert Sedgewick and Kevin Wayne

• "Data Structures and Algorithms in Python" by Goodrich, Tamassia, and Goldwasser

• Algorithms, Jeff Erickson

• The Algorithm Design Manual
• Introduce to Algorithms, TCRC

Factor Investment

• Correcting the Factor Mirage: A Research Protocol for Causal Factor Investing
• Dynamic Investment Strategies Through Market Classification and Volatility: A Machine Learning Approach

Institude

• ADIALab An independent, Abu Dhabi - based laboratory dedicated to basic and applied research in data and computational sciences. 有大量关于金融投资的研究