PLS Lesson

Ensamble Voting for Financial Time Series

Replicating the results of the Time-varying Minimum Variance Portfolio proposed by Fan et al. and exploring alternative methods for the TV-MPV

Custom built Decision Tree + Boosted Trees + KernelPLS in python

This intermediate applied econometrics course covers the theoretical, computational, and statistical underpinnings of the big data analysis. (first taught at Virginia Tech in 2018)

This course in applied data science covers the theoretical foundations of advanced quantitative approaches in machine learning, econometrics, risk and portfolio management, algorithmic trading, and…

We have all heard the countless Bitcoin backers claiming that Bitcoin is a bullet-proof hedge against inflation and is the best way to protect long-term wealth, and recently many established financ…

An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portfolios for retail and institutional investors. As prices for …

Developed an ensemble voting model that included Random Forests, Linear Regression, Orthogonal Matching Pursuit, and Gradient Boosting Regressor to predict future solar power generated by a solar p…