Pinned

1. HighFrequencyEconometrics-HAR-vs.-Neural-Networks HighFrequencyEconometrics-HAR-vs.-Neural-Networks Public

   Inspired 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…

   R 19 2

2. UtilizingPCAonCovidAndFF UtilizingPCAonCovidAndFF Public

   In 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

3. TrumpTweetsForecastingStockMarket TrumpTweetsForecastingStockMarket Public

   Inspired 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…

   R 1 2

4. BasketAnalysis BasketAnalysis Public

   This repository contains my code for a basket analysis study.

   R

5. RecommendationEngine RecommendationEngine Public

   Just like Amazon, Netflix and vacation planners, I created a recommendation engine from rankings of products, in R. (Work in progress)

   R

6. TensorflowNeuralNetwork TensorflowNeuralNetwork Public

   I created a deep learning model in R using 'Tensorflow' (Work in progress)