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parameter-estimation

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IME-published article on Long-term Real Dynamic Investment Planning. While we enhance predictability of the real returns of S&P500 Index, we derive optimal non-myopic investment strategy, and we compare its performance with near-optimal Dynamic and Constant Merton investment strategies.

  • Updated Jan 14, 2023
  • R

OLS. R and Python. In this project, we study fundamental concepts of Supervised ML models, such as Regression Analysis: Coefficient of Model Adjustment (R²), Parameters Estimation ,Statistical Significance of the Model (F test, T test) ,Multiple Regression , Qualitative Explanatory Variables (X) , heteroscedasticity and etc.

  • Updated Dec 13, 2023
  • Jupyter Notebook

Code for the nested hybrid filters (NHFs), including four different implementations using sequential Monte Carlo (SMC), sequential quasi-Monte Carlo (SQMC), extended Kalman filters (EKFs) and ensemble Kalman filters (EnKFs). I have also included the implementation of the nested particle filter (NPF) and the two-stage filter to compare performance.

  • Updated Mar 11, 2024
  • MATLAB

Assignments completed for my Machine Learning course: Topics include probability and statistics proofs, MLE/MAP parameter estimation, EM Algorithm, Bayes Theorem implementations, gradient descent methods, Neural Networks and Deep Learning.

  • Updated Jan 28, 2023
  • Python

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