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rafaelnber's Projects

algorithmic-trading-project icon algorithmic-trading-project

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.

basic_econometrics icon basic_econometrics

Basic Econometrics by Damodar N. Gujarati and Dawn C. Porter. Exercises from the book answered in Python

bmr icon bmr

Bayesian Macroeconometrics in R

bookdown icon bookdown

Authoring Books and Technical Documents with R Markdown

cenagro icon cenagro

En este repositorio encontrarás el proceso de cálculo para estimar y replicar indicadores del Censo Nacional Agropecuario (CENAGRO) de Perú.

code icon code

Config files for my GitHub profile.

codedynaasset icon codedynaasset

Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models

comp-econ-sp19 icon comp-econ-sp19

Main Course Repository for Computational Methods in Economics (Econ 21410, Spring 2019)

computationalfinance_notebook icon computationalfinance_notebook

Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot

credit-scoring icon credit-scoring

💳 Application of Machine Learning in credit score prediction

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