GJR-GARCH models with exogenous variance regressors

Modeling Value-at-Risk of a Mongolian Exchange Rae (MNT/USD) using the GARCH type model in Python

Time series analysis python package

ARIMA and GARCH modelling

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.

Predecitve model for Stock Return forecast (future prediction) for FTS100 Tech-Mark Series (top technical firms) in UK listed on London Stock Exchange

Time Series forecasting and linear regression modelling of currency price action

GARCH models to forecast time-varying volatility and value-at-risk in R

Time Series forecasting and linear regression modelling of currency price action.

This model predicts future market volatility.Portfolio managers, traders and financial institutions use this to manage risk, price options, and decide how much exposure to take in financial markets.