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Quantitative research, causal inference, and AI application projects.

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dev-belly — Finance. Data. Evidence. CUFE data science student building inspectable financial research systems.

PROJECTS   /   LIVE DEMO   /   RECENT WORK   /   PROJECT NOTES

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、公开财报追溯、跨期信贷评估与网络风险。

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 · Invoice / CSV example · 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

Examples identify their public-filing or synthetic inputs. They demonstrate code and methodology; they do not establish live investment performance or real borrower risk.

New projects

Project The engineering question Inspect
StatementTrace Which publicly filed numbers were available at this cutoff, and which records produced each financial metric? Live report · SEC source ledger · Walkthrough
NetworkClear Which institutions default after a counterparty shock, and can every cleared debt flow reconcile exactly? Live report · Clearing method · Walkthrough

StatementTrace uses a curated public Apple filing excerpt; NetworkClear uses synthetic exposures. Both ship an offline CLI, inspectable CSV/JSON, source-backed methodology and semantic report replay.

Research in public

Shipped Inspect the work
2026-10-10 · Inputs and exported evidence StressAtlas #4 preserves PD endpoints under extreme stress inputs; CreditVintage #8 makes all three Windows report paths verifiable; LedgerX #2 rejects malformed quote CSV. Each adds Windows checks and direct PowerShell commands.
2026-10-10 · Try one invoice, then CSV tables PITBridge #10: fix Windows checkout hashes and native-encoding checks; bring the three-decision example, optional pandas adapter and trial feedback into the English and Chinese entry points.
2026-10-10 · Replay on Windows StatementTrace #4 and NetworkClear #4: preserve report hashes under Windows Git settings, test native text encoding and verify installed wheels outside the source directory. Both now check Linux Python 3.11–3.13 and Windows Python 3.12.
2026-10-09 · Public statements, traceable metrics StatementTrace #1: 33 curated SEC-filing records, exact fiscal periods, six cutoff panels, nine financial metrics and independent SQL selection checks. Main CI + deployment.
2026-10-09 · Counterparty clearing certificates NetworkClear #1: 15 synthetic stress cases with rational payments, outside-loss reconciliation and independent exhaustive clearing checks. Main CI + deployment.
2026-10-09 · Price and cash costs TradeForge cash-cost reconciliation: fees and rebates reach total shortfall, attribution, Parquet and SQL; public CLI checks keep the quoted demo and report consistent with actual output.
2026-10-08 · Cancel before replacing TradeForge order lifecycle repair: cancel children still in transit before submitting the terminal sweep, so a 100-unit parent cannot become a 150-unit execution through duplicate fills.
2026-10-08 · Download, extract, replay CreditVintage evidence download: local and published explorers provide the same fixed 19-file ZIP; earlier evidence keeps its original page verification and model replay.
2026-10-08 · Execution window boundaries TradeForge execution-window repair: replay earlier events to rebuild the book without leaking warm-up volume, freeze benchmarks at the deadline, and use later prices only to measure markouts. Six passing CI jobs.
2026-10-08 · Costs across partial fills TradeForge fee model: charge one broker minimum per child order, preserve exact venue fees and rebates, and reject invalid fee assumptions before execution.
2026-10-06 · One reference, end to end CreditVintage integration update: the adapter, CI and public report build use the repaired PITBridge revision; saved inputs and predictions replay unchanged.
2026-10-04 · Evidence you can open Online lineage explorer and complete example ZIP: generated from source and verified before publication.
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.

2026-10-10 · Latest validation. StressAtlas, CreditVintage and LedgerX pass 74, 75 and 41 local tests respectively, with fresh Windows checkout checks and strict verification preserved. PITBridge invoice/CSV trials, StatementTrace and NetworkClear Windows and installed-package checks, and earlier model, execution-cost and source-lineage validation remain in the portfolio review.

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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