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  1. Fama-French-Portfolio-Construction Fama-French-Portfolio-Construction Public

    Constructing Fama French Three Factors 6 Portfolios for SMB and HML

    Python 2 3

  2. Idiosyncratic-Volatility-Investment Idiosyncratic-Volatility-Investment Public

    Investment Strategy using Idiosyncratic Volatility as factor. Investing in LQ45 constituents from 2015 to early 2020.

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    Owen Projects Portfolio

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  4. Credit-Risk-Modelling Credit-Risk-Modelling Public

    Credit Risk Modelling with Comparative Assessment between Traditional and Advance ML

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  5. rasa-site-bot rasa-site-bot Public

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    A chatbot that fetches events details from a conference's website

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  6. PortfolioOptExplore PortfolioOptExplore Public

    Research on MPT implementation with ML/DL model to estimate expected return. Implemented on crypto market.

    Jupyter Notebook