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  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 18 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)