anirudhjayaraman/Bitcoin-Volatility-Analysis

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R
Created over 7 years ago
Updated over 7 years ago

anirudhjayaraman/Bitcoin-Volatility-Analysis

anirudhjayaraman

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Term Paper on Financial Econometrics exploring the volatility in Bitcoin prices as measured using a bayesian stochastic volatility analysis and using GARCH and rolling window GARCH estimates. These methods are compared and tested for the best way forward.

Machine-Learning

Repo cataloging my coursework for Andrew Ng's ML MOOC

MIT-6.00.1x-2015-Solutions

Solutions to Problem Sets, Quiz and Final Exam of MIT's Python MOOC 6.00.1x

Pairs-Trading-Indian-IT-Stocks

Term Paper on Pairs Trading using Cointegration as a market neutral strategy to make almost riskless profits.

Hackathon-Experiments-With-Data-Analytics-Vidhya

My approach in Python (with Jupyter Notebooks) for a hackathon / workshop conducted by Analytics Vidhya. This repository contains the train and test data along with my approach and submission files.

Jupyter Notebook

dplyr-data-manipulation

Data Manipulation in R with dplyr (Code from Datacamp's course)

Bitcoin-Quantitative-Analysis-BQA

This repository is intended to be a one-stop place where bitcoin is regularly analyzed

Applied-International-Trade

Term Paper and associated documents

Tsay-FinTS-Analysis

Project-Euler-Solutions

Python Solutions to Project Euler Problems

covid-19-india

Analyzing Indian Covid-19 Data. Soon to be packaged into an R Library.

quant-finance

Jupyter Notebook

Algorithms

Repository of algorithms implemented in Python. These mostly include algorithms and problems covered in Tim Roughgarden's course on Algorithm Design and Analysis

Jupyter Notebook

shiny-fiesta

This repo contains code and data relevant to a blog post published on pythonandr.com on 7th October 2017.

leetcode

Jupyter Notebook