TIME SERIES FORECASTING WITH STATSMODELS

Focus

Time Series Forecasting

tools

Python

Report

PDF

code

Github

Advanced time series analysis comparing Holt-Winters and HP filter methods to forecast charge-off and recovery balances. View PDF for a detailed report.

SURVIVAL RATE ANALYSIS

Focus

CREDIT RISK

tools

PYTHON

Report

PDF

code

GITHUB

Survival Rate Analysis of unsecured personal loan portfolio. View PDF for a detailed report.

GARCH MODEL

Focus

Portfolio Risk

tools

Python

Report

PDF

code

Github

GARCH Model to measure market volatility and risk profile of S&P 500. View PDF for a detailed report.