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  • Sydney, Australia

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  1. TimeSeriesAnalysis TimeSeriesAnalysis Public

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

    Jupyter Notebook 1 1

  2. PortfolioOptimisation PortfolioOptimisation Public

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

    Jupyter Notebook 2

  3. VARAustraliaHousingForecast VARAustraliaHousingForecast Public

    Vector Autoregressive Model with 20 variables - Australian Housing Data.

    Jupyter Notebook 1

  4. TimeSeriesForecasting- TimeSeriesForecasting- Public

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

    Jupyter Notebook 2

  5. Australia-Energy-Demand-Forecasting Australia-Energy-Demand-Forecasting Public

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

    Jupyter Notebook

  6. COVIDModelling COVIDModelling Public

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

    Julia