Inflation-Nowcast-Model

A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.

Factor-Augmented-Vector-Autoregression

An economic forecasting model based on Factor Augmented VAR (FAVAR). The FAVAR approach is superior than classic VAR as it incorporates a much larger data set and can be used in a big data setting.

Stock-Screening-Model-Based-On-Data-Envelopment-Analysis

A stock screening model based on Data Envelopment Analysis (DEA). The model intends to screen out the stocks whose financial statements appear to warrant a higher market cap, which makes the stock a potential value investing target.

Structured-Credit-Analysis