Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"

Crowd-sourced links for economists, esp. in financial economics with computational interests.

In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM), Artificial Neural Networks (ANN), and Sentiment Analysis in an effort to predict the directional changes in exchange rates for a list of developed and developing countries.

Code for my senior thesis: "The Effect of Payment for Order Flow on Order Routing to Market Centers"

An econometrics study examining whether junk bonds face a discontinuity at the junk-investment threshold, and if they exhibit steeper yield penalties than investment-grade bonds. We use a U.S. corporate bond dataset (n=5000) sourced from a Bloomberg Terminal.

Machine learning and Financial Economics project predicting SPY ETF movement using sentiment from Trump tweets, major news outlets and technical financial indicators. We combine NLP-based features with market data to train classification models and evaluate out-of-sample strategy returns.