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mandarpriya

MANDAR PRIYA PHATAK

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External_Instrument_VAR_Part1
Replicating Gertler-Karadi 2015 paper using ECB data. Here i do the first part ,using the instrument OIS_1y and testing it on policy variable de1y.
Sectoral_ETF_Performance
Vanguard ETF monthlyy returns
Risk Premium (Mid Cap)
Analysing the risk premium for mid cap stocks listed on Nasdaq
Sentiments&RiskPremium Part1
Using ADS Business Confidence Index
Fama-Macbeth-Rolling-Window
Fama-Macbeth using rolling window for Beta Estimation , based on the usual cross-sectional regression and insights from Prof Kevin Shepherd
Fama-Macbeth
Fama-Macbeth regression with stocks following the procedure by Prof Kevin Shepherd
Rolling_Window_Beta
Rolling Window CAPM mode
Real-Estate-Sector
Communication_Sector
Financial-Sector
Healthcare Sector
Industrial_Sector
Materials_sector
Utilities Sector
Energy Sector
Consumer_Staples
Tech Sector Portfolio
Performance over the period time, Effects of Fama-French and S&P 500 Index
consumer_discrectionary stocks
Portfolio performance for selected consumer discretionary stocks
Consumer Discretionary Stocks
Consumer Discretionary Stocks and Portfolio performance based on equal weighted scheme
Energy Stocks Portfolio
Selected Energy Stocks and Portfolio Performance based on equal Weighted Scheme
Performance of Health-Care Stocks
Selected Health Care Stocks and Portfolio performance based on Equal Weighted scheme
Fin Portfolio
Selected Banking Stocks and Portfolio Performance over the period of time with equal weighted scheme
Portfolio_Performance
Selected Tech Stocks and using equal Weighted Scheme to see their performance
Sector_Analysis
Using the data on ETFs, replicating Jonathan Regenstein for 2021
Portfolio_Factor_Model
Understanding of factor model with portfolio
Golden_Butterfly_Portfolio
Here we see the Performance of it over the period of time
Golden_Butterfly_Portfolio
Allokation für Golden Butterfly Portfolio- Visualization of Portfolio Returns and its Komponente and followed by invesment growth
All_Weather _Portfolio
Practice of All Weather Portfolio based on Ray Dalio' approach
Diabetes dataset
PimaIndianDiabetes2 dataset - is used and the model fit is the xgboost, and the preprocessing uses smote for imbalanced classification problem from the themis package. There has been an improvement in the results in comparison to those done earlier
Diabetes Data set
PimaIndianDiabetes2 dataset - using Random forest model with Smote
PimaDiabetes2 -Revision
Understanding the imbalanced nature of the classification data, so subsequent changes have been done in the preprocessing. model used have been random forest from ranger library
Mixed/Models
First part of practice of mixed models using the lme4 package for random effects
Housing Dataset from Tidymodels
Random Forest model has been used
PimaDiabetes2
the data is on diabetes from mlbench library. Xgboost model has been used for prediction
PimaDiabetes2
Data is PimaDiabetes2 , which is corrected version of PimaDiabetes dataset. Random Forest model has been applied to predict the occurrence of diabetes.
Breast_Cancer
Breast Cancer data, which is a unbalanced classification dataset. the mode used has been random forest , and sampling techniques - under, over and rose have been used to resolve the issue of unbalanced classification.
Breast-Cancer
Complete Analysis with Tidy models - model used is Random Forest(ranger package)
Breast_Cancer_Tidy
BreastCancer data from library mlbench, used Tidymodels
Breast_Cancer
Breast Cancer data from UCI repository, it is a large dataset. The key aspect is it is a unbalanced classification problem.
Plot