✨ I’m currently working on these projects:
(1) Python Replication: WRDS Financial Ratios
Status: Awaiting publication
The financial_ratio_python consists of Python files designed to replicate the calculation of Financial Ratios at the Firm Level WRDS (Beta)
(2) Sample Code for Tracking Disclosure Change Trajectories for Financial Fraud Detection
Status: Awaiting publication
This repository has the code we employed for the "Tracking Disclosure Change Trajectories for Financial Fraud Detection" project. Due to data permissions, I'm only able to share code associated with pivotal steps such as paragraph matching, building change metrics, and deep learning model implementations, among others.
(3) Sample Code for More than Words: Quantifying Skepticism Toward Firm’s Fundamentals
Status: Awaiting publication.
This repository holds the code from our project titled "More than Words: Quantifying Skepticism Toward Firm’s Fundamentals." Given data permissions, I've made available code relevant to critical phases: deploying deep learning models for skepticism quantification, extracting linguistic features, and more.