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1. cicd_with_rmd_file cicd_with_rmd_file Public

   Version-controlled and automated knitting of an R markdown file to HTML to the docs folder. The code estimates a Bayesian HAR model for volatility of the S&P500 index via a systematic scan Gibbs-sa…

2. RFM-Analysis-and-Business_Insights_Ecommerce_Data RFM-Analysis-and-Business_Insights_Ecommerce_Data Public

   Recency-Frequency-Monetary (RFM) analysis of Brazilian e-commerce data to segment 96k+ unique customers using the K-means clustering algorithm

   Jupyter Notebook

3. TUM_Analytics_Cup_2020 TUM_Analytics_Cup_2020 Public

   Imbalanced 2-class classification project for a predictive modeling competition (13th best ranked team out of a 104)

   Jupyter Notebook

4. Data_Mining_Cup_Prudsys_21 Data_Mining_Cup_Prudsys_21 Public

   Team project to build a recommender system for an online bookstore to participate in the Prudsys Data Mining Cup 2021

   Jupyter Notebook

5. BRIC_Asset_Pricing_Project BRIC_Asset_Pricing_Project Public

   Empirical Asset Pricing project with the aim to develop a multi factor long only investment strategy using stock return data from the BRIC region

   HTML 1 2

6. PortfolioManagement-with-an-actor-critic-algorithm PortfolioManagement-with-an-actor-critic-algorithm Public

   Learned weight allocations per time step (action) to maximize the cumulative portfolio return (reward) based on a window of six daily ETF share price time series (state)

   Jupyter Notebook