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1. ARIMA_Stock_Price_Forecasting ARIMA_Stock_Price_Forecasting Public

   A full ARIMA/SARIMAX-based forecasting pipeline for modeling AAPL stock prices. Includes log transformation, stationarity testing (ADF/KPSS), auto_arima parameter tuning, residual diagnostics, and …

   Jupyter Notebook

2. GARCH_Volatility_Forecasting GARCH_Volatility_Forecasting Public

   Implements GARCH(1,1) and alternative ARCH-family models to forecast time-varying volatility in TSLA returns. Covers log return preprocessing, rolling volatility estimation, model diagnostics, and …

   Jupyter Notebook 1

3. Pairs_Trading_with_Cointegration_Analysis Pairs_Trading_with_Cointegration_Analysis Public

   Identifying and exploiting price divergences between pairs of historically co-integrated stocks using a mean-reversion strategy

   Jupyter Notebook

4. Options_Greek_Sensitivity_Analysis Options_Greek_Sensitivity_Analysis Public

   Understanding and visualizing how options Greeks (ex: Delta, Gamma, Theta, and Vega) respond to changes in market variables using simulations and regressions

   Python

5. SNP-Data-Analysis-Project SNP-Data-Analysis-Project Public

   A GitHub compiling the input data, Python and Jupyter Notebook scripts, and all relevant statistical outputs from running the AutoMLPipe-BC automated machine learning pipeline (from the Urbanowicz …

   Jupyter Notebook 3

6. ese6500-final-project ese6500-final-project Public

   My code and results from my ESE 6500 Final Project (Comparative Analysis of TD3 and SAC Algorithms in Continuous Control Environments) in Spring 2024

   Python 1