VOLATILITY FORECASTING IN INDIA

Heathcliff Nyambiya

Econometrician | Data Scienctist | Financial Engineering Candidate

Project links

About this project

For each assessment, students must score 90%. Learners create a GARCH time series model to predict asset volatility. They acquire stock data through an API, clean and store it in a SQLite database, and build their own API to serve model predictions.

Skills

More projects by Heathcliff Nyambiya

AIR QUALITY IN NAIROBI

For each assessment, students must score 90%. Used a dataset from one of Africa's largest open...

EARTHQUAKE DAMAGE IN NEPAL

For each assessment, students must score 90%. Learners build logistic regression and decision...

HOUSING IN MEXICO

For each assessment, students must score 90% Learners use a dataset of 21,000 properties to...

APARTMENT SALES IN BUENOS AIRES

For each assessment, students must score 90%. Learners build a linear regression model to...

BANKRUPTCY IN POLAND

For each assessment, students must score 90%. Learners work with financial data from the...

CUSTOMER SEGMENTATION IN THE US

For each assessment, students must score 90%. Learners work with consumer finance data from the...

A/B TESTING AT WORLDQUANT UNIVERSITY

For each assessment, students must score 90%. Learners design and conduct an A/B test to improve...