Multiple econometrics cheat sheets with a complete and summarize review going from the basics of an econometric model to the solution of the most popular problems.

Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio returns. The respective factors are used as features in a Machine Learning model and portfolio results are evaluated and compared.

Explanations and Python implementations of Ordinary Least Squares regression, Ridge regression, Lasso regression (solved via Coordinate Descent), and Elastic Net regression (also solved via Coordinate Descent) applied to assess wine quality given numerous numerical features. Additional data analysis and visualization in Python is included.

An R implementation of Models As Approximations

Linear Regression for Julia

Set of functions to semi-automatically build and test Ordinary Least Squares (OLS) models in R in parallel.

ML++ and cppyml: efficient implementations of selected ML algorithms, with Python bindings.

Linear line fitting to data and optimising parameters with Gradient Descent algorithm

Predictive Analysis of Price on Amsterdam Airbnb Listings Using Ordinary Least Squares.

A Regression Exercise covering OLS & Ridge Regression

MITx - MicroMasters Program on Statistics and Data Science - Data Analysis: Statistical Modeling and Computation in Applications - First Project

My role in this group project was to perform regression analysis on quarterly financial data to predict a company's market capitalization. I used R to develop ordinary least squares (OLS), stepwise, ridge, lasso, relaxed lasso, and elastic net regression models. I first used stepwise and OLS regression to develop a model and examine its residual…

Predicting housing prices in Iowa using Python/Pandas/linear regression within SKLearn.

I contributed to a group project using the Life Expectancy (WHO) dataset from Kaggle where I performed regression analysis to predict life expectancy and classification to classify countries as developed or developing. The project was completed in Python using the pandas, Matplotlib, NumPy, seaborn, scikit-learn, and statsmodels libraries. The r…

Simple Linear Regression

In the following research, we will analyze the effects of pairs trading (multiple companies across multiple industries) excluding the profitability of such strategies. Rather, we will analyze various risk measures across all different pairings of stocks within their own respective industry across multiple industries.

Compared Ordinary Least Square (OLS) and Geographically Weighted Regression (GWR) using R programming with interpretation

A project where data science job postings are scraped and an exploratory data analysis is performed.

In this project, I have worked with some data on possums. It is a relatively small data set, but it's a good size to try with ordinary least squares (OLS) and least absolute deviation (LAD), and to gain experience with supervised learning. I have written my own methods to fir both OLS and LAD models, and then at the end compared them to the mode…

Predicting Delivery Time Using Sorting Time