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cosmos

cross-sectional-asset-pricing-and-time-series-analysis

Calcultate beta of CAPM and the cross-sectional-asset pricing and time series analysi

economic-scenario-generator

With the current low yield environment, life insurance company are required more and more transparency of their products as well as continuously presenting new investment opportunity. Insurers need to have the pre-contractual risk indicators in order to reflex the possible performance and risks of the products which the subscribers wish to know and could also assist the launch of potential products. The determination of these risk indicators for these products involves stochastic modelling and simulation of different economic scenarios in a market consistent or risk-neutral world. This process is often time-consuming and require very complex mathematics. Under numerous regulations, Insurers and asset managers need to have a standard method of calculation process with the help of computer software to ease the computational heavy. An economic scenario generator (or ESG) which is a computer software can be a key element tool for this process.

machine-learning-to-predict-credit-default-probability

Data cleaning and applying machine learning algorithms to predict credit default probability

markowitz-portfolio-optimization-

Comparing the performance of mean variance framework portfolios including MSR, MVP with EWP,

pricing-asian-options

This project try to price an arithmetic Asian option using Binomial tree method and have a comparison with the price of an European options using Black Schole method

the-edge-of-sentimental-analysis-in-bitcoin-trading-

This project aims to exploit the edge of sentimental analysis in Bitcoin trading #ScrapingStocktwits #TimeSeriesAnalysis #ARIMA #GrangerCausality #Python.

twitter-and-the-mobility

• "How does the social media like Twitter affect the mobility of people in the US during Covid epidemic?" #Scraping24.4millionTweets #NLP #SentimentalAnalysis #Correlation #GrangerCausality

weighted-average-costing-solver

In order to derive 8949 tax reports, Cryptocurrency users must choose a costing method. The IRS allows First-in First-out method and specific unit method if users can identify tax lot of their tokens.