Forecasting Time-Series Data

The objective of this study was to develop an autoregressive integrated moving average model using the methodology set forth by Box and Jenkins (1976) for the price of bananas and evaluate the forecasting performance of the estimated ARIMA model.

See Project

Applied Finance in MATLAB

Here I use MATLAB to perform a range of analytical tasks on historical stock price data.

See Project

Credit Risk Modeling

In this project I use the scikit-learn library to develop machine learning models for predicting credit defaults using real data.

See Jupyter Notebook