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compare-portfolio-performances

The objective of good fund managers is to maximize investor’s return while minimizing exposure to risk subject to a client’s risk tolerance. Much research has been done on portfolio investment strategies and as a result, we know of several approaches to optimizing a portfolio of assets. Depending on the situation however, each model has its pros and cons. This project evaluates several portfolio investment strategies.

data-science--cheat-sheet

Cheat Sheets

ml-with-tidyverse

Machine Learning with Tidyverse in R

ml_with_tree_based_models

Machine Learning with Tree-Based Models

mta-with-markov-chains

Multi-touch attribution with Markov Chains and customer journey visualization

panel-data

This SAS code merges 10 data sets in to 1 data set as panel data for longitudinal analysis.

product-recommendation-algorithms

rfm-multi-analysis

This is a multivariate statistical analysis for customers recency, frequency and monetary.

the-android-app-market-on-google-play

seaborn, plotly, merge, importing & cleaning data

trans-data-aggregate

This R code subset transaction data and aggregate the data in terms of frequency and monetary by region.

tv--halftime-shows--and-big-game

Python data manipulation, visualization, importing & cleaning