econometric

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automated strategy backtesting and validation

finance trading quant backtest econometric

Applied econometrics framework analyzing FX volatility spillovers during the 2007–2008 GFC using VAR models and Diebold-Yilmaz spillover indices.

Machine Learning Projects

machine-learning modeling and mathematical econometric

analysis of the vix series and fitting of an appropriate model to set up a nice forecast

finance matlab volatility vix econometric

PSRC's region-level macroeconometric forecasting model (EcoNorthwest) - superseded by REMI

forecast cpi dol bls bea dor econometric retail-sales personal-income eco-northwest vehicle-counts

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