Software tools, econometric models, and technical projects.
GARCH-family replication of Tse (1998) and Tsui (2004) with an extension up until year 2023.
Deep dive into Denoising Autoencoders using MNIST. I tested 9 models to see how depth and PCA-based bottlenecks affect cleanup. Higher...
A study testing SVM kernel robustness (Linear, Polynomial, RBF) against noisy MNIST data. While RBF leads on clean data at 96.50%, it...
Predictive modeling of US gasoline inflation using ARMA and ARIMAX frameworks. A study on market volatility, Brent crude transmission...
