This project is about volatility models comparison, you can expect: working on the real market data (from stooq.pl) time series data EDA (logarithmic returns transform, realization plots, ACFs, PACFs, descriptive statistics) statistical tests (ARCH LM, Jarque-Bera) GARCH modelling with prior assumptions about epsilon distribution (hypotheses) 4 GARCH models (standard, exponential, threshold, component) with 4 different epsilon distributions each (normal, t-student, skewed t-student, generalized error) 3 naive models (random walk, historical average, moving average) 9 performance metrics (ME, MAE, RMSE, AMAPE, TIC, MME(U), MME(O), DCP, DCPU) quality paper-style report in Polish GitHub repository

This project is about hedonic price model for different price distribution quantiles (German real estate) estimation, you can expect: short data analysis (dependent variable distribution and its moments) data transforms (logarithm, ordinal, nominal transforms) standard hedonic price model estimation (OLS) statistical tests (Jarque-Bera, White) outliers detection (Cook’s distance, standarized and studentized residuals) quantiles hedonic price models estimation (with bootstraped covariance matrix - 999 replications) extremely interesting Beta coefficients estimates vs price quantiles plots with interpretation and inference quality paper-style report in Polish GitHub repository

This project is about Rainfall modelling and assumptions testing, you can expect: working on real data from Polish Institute of Meteorology and Weather Management data cleaning and analysis econometric modelling (OLS, Kernel Regression) OLS assumptions testing (RESET (several alternatives), Breusch-Pagan, Breusch-Godfrey, Jarque-Bera, Rescaled Moments, VIFs) model selection (information criteria) performance measurement (MSE, RMSE, MAE, MAPE, R squared and adjusted R squared, F test, scatterplots) data transformations (Principal Component Analysis, Box Cox power transform) “forecasting” (see the report why quotation marks used ;)) discussion about endogeneity Python notebook (and many HTML files with models for many weather stations) quality paper-style report in Polish GitHub repository

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

This project is about BMI distribution estimation, you can expect: Maximum Likelihood vs Generalized Method of Moments distribution estimations Gaussian vs Weibull dilemma for BMI hypotheses testing (LR, Wald, z tests) WHO standards report in Polish GitHub repository