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Hi 👋!

  • I'm currently working as Research Associate at Centre for Advanced Financial Research and Learning at RBI, India.
  • 🌱 I am specially interested in research at the cross-section of macroeconomics and finance.
  • 📫 How to reach me: [email protected]
  • Personal Website
  • LinkedIn

You can refer to me some of my repositories below:

  1. Empirical Macroeconomics: In this repository, I have hosted of some my code related to local projections, VARs, etc. I will add further to this repository in the future.

  2. Linear Regression Model Validation: This contains some useful code to run and benchmark multiple regression models at once, and also some typical validation steps in regression models.

  3. Two-state one control bellman equation model for lucas economy

  4. Credit Suisse FinSTATS competition: It contains the details of the mixed integer programming model to solve for the optimal portfolio problem that I have built for a competition at DSE for Credit Suisse.

  5. American Express Analyze This 2017: It contains the code that I wrote while participating in the competition at DSE.

Suraj Kumar's Projects

american_express_analyze_this_2017 icon american_express_analyze_this_2017

This repository contains the code (in R) of credit card analytics done using machine learning classification algorithms such as logistic regression, random forest and suppor vector machines in Amercan Express Data Science Competition

credit_suisse_finstats_competition icon credit_suisse_finstats_competition

This repository contains the mixed integer linear programming model to find the optimal portfolio for risk averse and risk neutral person given return data and constraints of risk, returns, number of asset products to choose and number of asset product classes to chose.

kaggle icon kaggle

I will store my codes used to solve data science problems at kaggle

macrolearner icon macrolearner

A repository exploring the role of deep learning in macroeconomics

maps icon maps

Repository for all spatial data.

web_scraping icon web_scraping

S&P 100 Wiki and 10-K SEC EDGARS forms of Apple and Intel

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