Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

This repository shows the application of PCA technique for risk factor modelling of financial securities.

Text Data Analysis of Financial Reports

This package contains a Rshiny webtool developed to allow the calculation of the metabolic predictors developed by the groups of MOLEPI and LCBC (LUMC), from raw Nightingale Health 1H-NMR metabolomics data.

A PHPbased web-ransomware

Visualized 2015 U.S. health survey data to uncover risk factors and patterns associated with diabetes.

The dataset presents reference centile data for carotid intima-media thickness as well as four carotid stiffness parameters. The reference percentiles are based on data from the German Health Interview and Examination Survey for Children and Adolescents 2003-2006 (KiGGS). KiGGS started as a cross-sectional study conducted between 2003 and 2006 w...

D3 Dabbler Visualization webpage, scatter plot using data from two different variables.

Visualize Risk Factors in 10K Filings

A scatter plot using D3 that represents each state with two of the data variables from data set US Census Bureau as rates of income, obesity, poverty, etc.

A Power BI dashboard for analyzing the systemic impact of smoking on patient organ health built from synthetic patient data to visualize how smoking behavior correlated with organ damage across heart, lungs, liver, and kidneys.

Estimation and forecasting of volatility using Financial Timeseries with Copulas. Includes models like GARCH, EWMA and EqWMA. Market risk management using CVaR, EVT, Risk Factors and Monte Carlo Simulation.

In this repository I used D3 in JavaScript to create a scatter plot where each dot represents each state in the United States of America.

Risk and protective factor related to alcohol and drug use measured in children and paretnsRisk and protective factors related to alcohol and drug use measured in children and parents

Determine the most significant protective and risk factors when it comes to identifying the prevalence of cardiovascular disease in a patient

Using JavaScript and D3 to create a visualization on BioDiversity

Created visualization using HTML, Javascript, and D3 to show correlations between rates of obesity, smoking status and healthcare access with rates of poverty, household income and age, based on Census data in every state.

I collected datasets related to COVID-19 disease in various dimensions and presented them here. You can read its details in the "Adaptive Elastic-net Sliced Inverse Regression to Identify Risk Factors Affecting COVID-19" paper. Also, here is the code for the proposed method.

Interactive scatter plot using US Census data to display health risk factors among certain demographics.

This project analyses the effect of one-year momentum factor on stock returns by computing CAPM, the Fama-French 3-factor model, and a 4-factor model accounting for momentum. The persistence of the momentum effect through the cross-sectional Fama/MacBeth regression is tested to assess whether this factor can explain test asset returns.