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Nathaniel Volfango's Projects

electricity_price_forecasting icon electricity_price_forecasting

This is the repository for the code, datasets, etc. created for my MSc dissertation on electricity price forecasting using time series methods and various statistical learning algorithms found in the current academic literature on electricity price forecasting, including random forests, AR, VAR, RNNs (LSTMs and GRUs), ANNs, and the more novel X-Model (Ziel and Steinert - https://www.sciencedirect.com/science/article/pii/S0140988316302080).

final_year_project-estimating_the_mpr icon final_year_project-estimating_the_mpr

This repository contains all the relevant code used in my final year project, titled "Estimating the Mean Percentage Return (MPR) of Structured Financial Products". This includes the different implementations of the savings plans (P3, P4 and P5). I have also included a .pdf file of the project report., which includes a description of each plan's payoff structure.

jenkins_test icon jenkins_test

Repository for testing and experimenting with Jenkins pipeline/s

mscdissertation icon mscdissertation

Repository for the code, datasets and other files created for the masters dissertation on electricity price forecasting

s3-sync-action icon s3-sync-action

🔄 GitHub Action to sync a directory with a remote S3 bucket 🧺

web_scraping_1 icon web_scraping_1

My first web scraping project to get familiar with web scraping.

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