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  1. Analysis-of-Financial-Time-Series Analysis-of-Financial-Time-Series Public

    Python implementations from Analysis of Financial Time Series by Tsay, with my modifications. Includes time series visualization, ACF/PACF analysis, ARIMA modeling, and forecasting on real-world da…

    Jupyter Notebook 1

  2. Time-Series-Analysis-and-Forecasting Time-Series-Analysis-and-Forecasting Public

    Python implementations from Applied Time Series Analysis and Forecasting by Huang & Petukhina, with my modifications. Includes time series visualization, ACF/PACF analysis, ARIMA modeling, and fore…

    Jupyter Notebook

  3. Econometrics Econometrics Public

    Econometrics with Python

    Jupyter Notebook

  4. Credit-Defaults-Logit-Model Credit-Defaults-Logit-Model Public

    In this project I used ML techniques to measure the credit risk of P2P lending loans.

    Jupyter Notebook