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I'm dev-belly, a Data Science & Big Data Technology student at Central University of Finance and Economics. I build tools for credit risk, financial data and quantitative research.

把金融问题拆成能运行、能检验、能追溯的系统。最近在做:决策时点的数据、跨期信贷评估,以及组合尾部风险。

Flagship projects

CreditVintage — chronological credit evaluation with separate training, calibration and holdout cohorts, and a PITBridge source-lineage integration.

01 · CreditVintage — A credit score is only useful if its data and evaluation hold up.

训练、校准、测试分期隔离;标签等待完整表现期;同时展示原始与校准后的结果。新增 PITBridge 联合案例,从预测追到特征值、源记录、修订版本和可用时间。

Source · Risk report · Source → prediction · Score monitor


PITBridge — temporal data engineering with event and knowledge time, revision-safe snapshots, rolling financial features and independent Python replay.

02 · PITBridge — Reconstruct what a decision could actually know.

同时考虑事件、发布、入库时间与历史修订;构造决策时点快照和 7/30 天滚动特征。每个聚合值都有源记录成员,SQLite 结果与独立 Python 实现逐项核对。

Source · Snapshot counterexample · Rolling features · Walkthrough


StressAtlas — correlated portfolio defaults, discrete-tail VaR and expected shortfall, industry attribution and paired bootstrap uncertainty. Diagram is schematic.

03 · StressAtlas — A tail estimate should come with its uncertainty.

用借款人层面的相关违约路径比较基准与压力情景;计算离散尾部 ES 和行业贡献;再用 300 次成对重采样检查 20,000 条路径下的估计精度。

Source · Stress report · Tail precision · Walkthrough

Public financial examples use synthetic data. They demonstrate the code and methodology; they do not establish live investment performance or real borrower risk.

Research in public

Shipped Inspect the work
2026-10 · Sources meet the model CreditVintage × PITBridge: checked feature contracts, original event records, end-to-end replay and a browser explorer.
2026-10 · Revision-safe cash-flow windows PITBridge rolling features: select eligible revisions before aggregation; preserve every contributing record.
2026-10 · Precision of portfolio tails StressAtlas paired bootstrap: resample complete simulation paths together; recompute absolute and incremental VaR/ES.

More builds

Project The engineering question
AlphaForge Do factor signals survive walk-forward validation, portfolio constraints and costs? Computed run ↗
TradeForge Can C++ execution events agree with an independent Python reference? 60-second tour ↗
AuditLens Can an anomaly become an explainable review item? Workpapers ↗
ControlTrace Can an IT control finding be traced to the original evidence? Case study ↗
LedgerX Can trading fills, accounting and portfolio marks reconcile exactly? Valuation example ↗

Core tools: Python, SQL, C++20, scikit-learn, LightGBM and NumPy.

Experiments & earlier work
Experiment What it explores
Investor Network GNN Graph ablations and three-seed saved predictions.
High-dimensional Causal Allocation Lab Simulated causal estimation and robust allocation; interactive example.
Interval Financial Risk A retained negative result: distributional features reduced AUC in this synthetic experiment.
FactorLab A-share factor evaluation and purged validation; 中文文档.
WeCom Agent Platform Document retrieval and query workflows.
Personal AI Chat Local chat plus a separately configured private model connection.

Earlier builds: Digital Craftsman · Ranxin · Goose Leg Auntie.


Project evidence · Portfolio review · Design references · Profile CI

Financial questions. Runnable code. Evidence you can inspect.

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Quantitative research, causal inference, and AI application projects.

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