My projects, you can find Data Science, Machine Learning, Deep Learning, Econometrics and Statistics stuff here. Notebooks, papers (reports) and presentations.

Hope you enjoy!

June 24, 2020

Cryptocurrencies portfolio

This project is about conditional variance function and Value at Risk estimation for cryptocurrencies portfolio, you can expect: cryptocurrencies portfolio building with market capitalization weighting principle data scrapping from coinmarketcap.com time series EDA (realizations plot, returns plot, ACFs, PACFs, returns distribution, descriptive statistics) hypotheses testing (Durbin-Watson, ARCH LM, Jarque-Bera, Ljung-Box tests) time series modelling (ARMA-GARCH family models, residuals analysis, model selection, rolling window estimation) Value at Risk estimation, sensitivity analysis forecasting R markdown report in Polish GitHub repository

June 9, 2020

Churn Modelling

This project is about churn modelling (binary classification task) with Machine Learning and Neural Networks in Python, you can expect: statistical analysis (t-student and Jarque-Bera tests, Correlations, Mutual Information) feature selection (feature importances, sensitivity, statistical methods) feature engineering (monotonic transforms, binarization, label encoding, interactions) lots of ML algorithms (Logits, Random Forests, XGBoosts, SVMs, kNNs, Neural Nets, ensembling) n-Folds Cross Validation study bootstrap simulation several notebooks in Polish (lots of Python code) GitHub repository

May 21, 2020

Companies bankruptcy modelling with econometric methods

This project is about companies bankruptcy probability modelling with econometric methods, you can expect: paper-style report (in Polish) with quality tables, literature review, methodology description etc. statistical analysis (distributions, correlations, VIFs) econometric modelling (linear probability model, logit regression, probit regression) hypotheses testing (t-student, z tests, linktest) marginal effects (computation, interpretation) ROC curves cutoff optimization bootstrap simulation (Altman Z-Score follow up) huge Jupyter Notebook in Polish (lots of Python code) GitHub repository