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HighFrequencyEconometrics-HAR-vs.-Neural-Networks
HighFrequencyEconometrics-HAR-vs.-Neural-Networks PublicInspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performance of the two models (HAR & Neural Networks). - The data us…
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UtilizingPCAonCovidAndFF
UtilizingPCAonCovidAndFF PublicIn November 2020, I started to delve deeper into the rabbit hole of sentiment analysis. And what better way is there, than to merge my two favorite things: High frequency data and Sentiment analysi…
R
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TrumpTweetsForecastingStockMarket
TrumpTweetsForecastingStockMarket PublicInspired by Meryll Lynch and Bloomberg setting up instruments that followed the tweeting patterns of president Donald Trump: I did a project on the correlation between Donald Trump's tweets and the…
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BasketAnalysis
BasketAnalysis PublicThis repository contains my code for a basket analysis study.
R
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RecommendationEngine
RecommendationEngine PublicJust like Amazon, Netflix and vacation planners, I created a recommendation engine from rankings of products, in R. (Work in progress)
R
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TensorflowNeuralNetwork
TensorflowNeuralNetwork PublicI created a deep learning model in R using 'Tensorflow' (Work in progress)
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