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1. Machine-Learning-Valuation Machine-Learning-Valuation Public

   Utilizing machine learning for company valuation I use various financial indicators to predict the log equity market value, lnME, and form trading strategies based on the model's out-of-sample perf…

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2. Vasicek-Model-Calibration Vasicek-Model-Calibration Public

   Calibrating the Two-Factor Vasicek Model (N2 Model) using historical Treasury spot rate data. The objective is to identify the constant parameters and state variables that best fit the model to the…

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3. Replicating-the-Black-Derman-Toy-Model Replicating-the-Black-Derman-Toy-Model Public

   We delve into the construction and utilization of the Black-Derman-Toy model to construct an interest rate tree, based on the provided volatility and term structure data. Using the created tree, we…

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4. Machine-Learning-Sentiment-analysis Machine-Learning-Sentiment-analysis Public

   Predicting Stock Market Fluctuations: A Sentiment Analysis Approach Utilizing Business Insider News Headlines and VIX Data to Determine Market Direction

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5. Simulating-Zero-Coupon-and-Bond-Dynamics-Valuing-Rate-Caps Simulating-Zero-Coupon-and-Bond-Dynamics-Valuing-Rate-Caps Public

   In this case study, we execute a curve model for risk-neutral dynamics of zero-coupon bonds, simulate the evolution of bond prices, and calculate various par rates. We further use the model to esti…

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6. Comprehensive-Investment-Analysis Comprehensive-Investment-Analysis Public

   Using a blend of statistical measures, portfolio theories, and regression models, I aim to understand the performance and risk associated with 5 stocks. The final objective is to evaluate the predi…

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