virajvaidya

OptionsPricing

Application of Black Scholes model and computation of greeks of European style options in Python.

CAPM

Computations of alpha and beta for tech stocks on the Australian Stock Exchange using the Capital Asset Pricing Model.

PortfolioOptimisation

Portfolio Optimisation of an ASX20 Portfolio. Covers VaR, EaR, Monte Carlo Simulation, Volatility, Sharpe Ratios etc.

TimeSeriesForecasting-

Univariate time series forecasting in Python of commodity prices using the Autoregressive Integrated Moving Average (ARIMA) model.

ValueAtRiskModels

Value at Risk (VaR) and Sharpe Ratio computations of securities on the Australian Stock Exchange (ASX).

MACD

Moving Average Convergence Divergence (MACD) computation and visualisation of Australian Stock Exchange Securities

OptimisationinJulia

Examples of Optimization Problems in Julia using a Google Colaboratory Jupyter Notebook

TimeSeriesAnalysis

A collection of assessments in Time Series Analysis completed as part of my Econometrics program.

VARAustraliaHousingForecast

Vector Autoregressive Model with 20 variables - Australian Housing Data.

Australia-Energy-Demand-Forecasting

SARIMA electricity demand forecasting model in Python using over a million datapoints for Australian states.

Bayes_comp_stat

The Python/R/Julia/C++/CudaC++ codes and LaTeX/LyX files for the "Bayesian Computational Statistics" series at my YouTube channel

COVIDModelling

COVID-19 Case Modelling in Julia completed as part of the MIT Math 6S083 Course.

BayesianStatisticsinPython

delta

Deep Learning for Satellite Imagery

github-slideshow

A robot powered training repository :robot:

ImageClassifiyingCNN

VGG16 Convolutional Neural Network Model for Image Classification using the classic Kaggle Cats and Dogs Image Dataset.

mediapipe

MediaPipe is a cross-platform framework for building multimodal applied machine learning pipelines

osmnx-examples

Usage examples, demos, and tutorials for OSMnx.

Perseverance

Python script that fetches and updates near realtime photos taken by NASA's Perseverance Mars Mission.

pymaclab

Dynamic Stochastic Equilibrium Models (DSGE) in Python

regression_analysis

the code for the regression analysis course I teach in 2021S2, using Julia, R, Python and Stata in Jupyter notebook

simulations

Tools for visualizing dynamic economic models

time_series_analysis

all the codes and packages for the statistics course I teach at 2020 S1 and S2