Predecitve model for Stock Return forecast (future prediction) for FTS100 Tech-Mark Series (top technical firms) in UK listed on London Stock Exchange
ARIMA and GARCH modelling
GARCH models to forecast time-varying volatility and value-at-risk in R
Time Series forecasting and linear regression modelling of currency price action
Time Series forecasting and linear regression modelling of currency price action.
Modeling Value-at-Risk of a Mongolian Exchange Rae (MNT/USD) using the GARCH type model in Python
This is a capstone research project for my Certificate in Applied Data Science (CADS) at my undergraduate institution, Wesleyan University, on the topic of "Understanding the Variances in COVID-19 Pandemic Outcome - Excess Mortality - with Social, Cultural, and Environmental Factors", sponsored by Prof. Maryam Gooyabadi.
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