Giter VIP home page Giter VIP logo

Rasmus Olsen's Projects

covid19-and-highfrequencyeconometrics icon covid19-and-highfrequencyeconometrics

I wrote my master thesis on the impact of Covid-19 related sentiment variables on the DJIA, in High Frequency Econometrics. Something I wish to share with you!

highfrequencyeconometrics-har-vs.-neural-networks icon highfrequencyeconometrics-har-vs.-neural-networks

Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performance of the two models (HAR & Neural Networks). - The data used in this project is 2 years worth of intraday 5-minute realized volatility (See: Sheppard, Patton, Liu, 2012) from 20 Dow Jones stocks, that has been scrutinized using bivariate analysis and manipulation into a single dimension.

recommendationengine icon recommendationengine

Just like Amazon, Netflix and vacation planners, I created a recommendation engine from rankings of products, in R. (Work in progress)

trumptweetsforecastingstockmarket icon trumptweetsforecastingstockmarket

Inspired by Meryll Lynch and Bloomberg setting up instruments that followed the tweeting patterns of president Donald Trump: I did a project on the correlation between Donald Trump's tweets and the stock market. The project wanted to answer what data was more powerful when forecasting using only twitter data; the qualitative sentiment data, or the quantitative data.

utilizingpcaoncovidandff icon utilizingpcaoncovidandff

In November 2020, I started to delve deeper into the rabbit hole of sentiment analysis. And what better way is there, than to merge my two favorite things: High frequency data and Sentiment analysis. (Work in progress)

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.