jhonattanln Goto Github PK
Name: Jhonattan Lino
Type: User
Company: Pontifícia Universidade Católica do Paraná
Location: Curitiba-PR
Jhonattan Lino's Projects
arima
ARIMA model for EBITDA forecast
base-dos-dados-library
Biblioteca Base dos dados
base_pib
Estudo utilizando PIB municipal
bayesian_optimization
Ajuste de hiperparâmetros em um modelo de Random Forest
beta_covid19
calculo_alfa
Calculo do alfa baseado nos três fatores de Fama-French
capital-allocation
Alocação ideal para um determinado ativo
captando_dados_cripto
Criando banco de dados no MySQL com dados cripto
carseats
cartola
Extração de dados da API do CartolaFC, análise exploratória dos dados e modelos preditivos em R e Python - 2014-22. [EN] Data munging, analysis and modeling of CartolaFC - the most popular fantasy football game in Brazil and maybe in the world. Data cover years 2014-22.
causality_study
classificacao_nao_supervisionado
Modelo de classificação não supervisionado para ações brasileiras
correlation
Correlation and rolling correlation between variables
credit-risk
Modelo de classificação de risco de crédito
credit-risk-dsbd
Credit Risk model to UFPR especialization
decision_tree
Randon Forest applied for finance
drawdown
Drawdown - Ibovespa, BRL, Bitcoin
economics_data
Economics_Data
efficient-frontier
Markowitz
efficient-fronttier-cvar
Efficient forntier with CVaR
factor-investing
Factor Investing - Brasilian assests
garch-model
Garch Model
graficos_animados
Script para a criação de gráficos animados
hrp_etf
ibov-vs-spx
Comparação entre os dias positivos e negativos do Ibov e S&P 500
jhonattanln
jhonattanln.github.io
juros_real_brasil
Análise do juro real e juro neutro para o Brasil
kalman_filter
Kalman filter applied into beta
linear-regression
Linear regression, asset risk and sistematic risk
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