karoronty Goto Github PK
Name: Karo Rönty
Type: User
Company: @Houston-Analytics
Bio: Data Scientist. Blog at: databasedinvesting.blogspot.com
Twitter: basedinvestor
Location: Finland
Name: Karo Rönty
Type: User
Company: @Houston-Analytics
Bio: Data Scientist. Blog at: databasedinvesting.blogspot.com
Twitter: basedinvestor
Location: Finland
Exploring bear markets of the S&P 500
Analysis of the best formation and return periods for CAPE calculation
Backtest of contrarian investing strategies using data by Kenneth French
Dashboard for plotting and comparing results of country ETFs using Shiny, Quantmod and Plotly
Function for making simple forecasts for country ETFs using Shiller P/E
Correlation analysis of cyclically adjusted valuation measures and subsequent returns
Investigating salary drivers of data scientists with data from Kaggle Machine Learning & Data Science Survey (2021)
Modeling and exploratory analysis done on the Stack Overflow Developer Survey 2019
Deep learning methods applied to crypto news and price data
Dashboard for forecast plots and accuracy measures using Shiny and Plotly
Descriptive, RFM and price elasticity analysis done on Ta Feng grocery store data
Exploring how different models work in loan default classification
Exploring the paths of momentum and valuation of different countries
Monte Carlo analysis for investing monthly with different volatilities
Exploring visualization and modelling techniques through movie datasets
A stacked bar graph visualization of an investment portfolio
Sales forecasting done on Corporación Favorita dataset using XGBoost and linear, ridge and lasso regression
Applying customer segmentation, demand forecasting, and price optimization increase online retailer revenue
Analysis of the US stock market using Kohonen's SOM algorithm
Script for importing data from Shiller & Goyal
Exploring the returns of US small cap value stocks during and after bear markets
Master's Thesis NHH
Visualization of logistic regressions for forecasting stock market crash probability using Shiller CAPE
Forecasting the S&P 500 ten years into the future using a variety of time series models
Testing the long short-term memory neural network model's accuracy on the S&P 500
Variables affecting future stock market returns
Exploring the historical returns of the S&P 500
Visualization of the mean reverting nature of stock market valuations
Plots valuation percentiles using historical data by Shiller & Goyal
Visualization of a market basket analysis done on Instacart public dataset, and sequence mining done with cSPADE algorithm
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