PankoAliaksandr

C-Sharp-and-Visual-Studio-VS-

Some important concepts are writen here

CaseStudy-WQU-LinearRegressionSimple

Simple Linear Regression is used to analyse significance of alpha and beta coefficients (for stock returns time series)

Finance

Finance & Investment

Master-Thesis-WQU

check if sustainable investment strategies (SRI) lead to underperformace

Master-Thesis-WU

Hierarchical Risk Parity portfolio optimization VS Minimum Variance optimization

Project-WQU-ARMA_PredictionsCommodity

ARMA model implementation and prediction of in Commodity Market

Project-WQU-GeneticAlgorithm

Predicting a Stock Price using a Genetic Algorithm

Project-WU_Bond-Risk-Premia

forward rates and yields as excess bonds returns predictors

Project-WU_Fama-MacBeth

Fama-MacBeth (1973) Risk Factors premia calculation

WU-Project-Forecasting-U.S.-House-Prices

Forecast Case-Shiller U.S. National Home Price Index using an ARMA model based on the historical data. Test the model and suggest exogenous variables that can be introduced which can improve the forecasts.

PankoAliaksandr/Master-Thesis-WQU

check if sustainable investment strategies (SRI) lead to underperformace

PankoAliaksandr/Project-WU_Fama-MacBeth

Fama-MacBeth (1973) Risk Factors premia calculation

PankoAliaksandr/WU-Warren-Buffett-Strategy

PankoAliaksandr/Finance

Finance & Investment

PankoAliaksandr/Excel

Some tips working with Excel

PankoAliaksandr/How_To

Store here some useful instructions for potentially repeating (painful) tasks

PankoAliaksandr/IQ_tests_solution

Tests ans solutions to prepare for interview and for fun

PankoAliaksandr/Knowledge-DataBase-Hard-Skills

Set of mindmaps hard skills

PankoAliaksandr/Knowledge-DataBase-Soft

Soft skills

PankoAliaksandr/MiniProject-WQU-ACF_PACF_ARIMA

The project studies ARIMA model

PankoAliaksandr/PankoAliaksandr

Overview

PankoAliaksandr/Project-Management

This repository is a knowledge hub for Project Management skills

PankoAliaksandr/Project-WQU-ML-PCA_R-Shiny

R shiny application with PCA

PankoAliaksandr/Project-WU-Barroso_Santa-Clara_optimization

Barroso-Sant-Clara Optimization for Currencies

PankoAliaksandr/Project-WU-Berkshire-Hathaway

Berkshire Hathaway Analysis

PankoAliaksandr/Project-WU-Black-Litterman

Statistics, Equilibrium returns and Markowitz optimization, Black Litterman

PankoAliaksandr/Project-WU-Black_Litterman

For this assignment we will replicate the model from Black-Litterman and we will base our conclusions from their paper "Global Portfolio Optimization" (1992).

PankoAliaksandr/Project-WU-CorpFin_Boing

Analysis of Boing company

PankoAliaksandr/Project-WU-Fair_Spread

fair spread calculation

PankoAliaksandr/Project-WU-Linear_Regression_Houses_Detailed

This repo contains several mini projects to study a factors which influence houses price

PankoAliaksandr/Project-WU-SRI

R made presentation: Social Responsible Investing

PankoAliaksandr/Project-WU-TS_analysis_AR_model

Time series analysis wich includes: test for white noise, Check for Granger causality, feedback causality, augmented test, ACF and PACF

PankoAliaksandr/Project-WU-TS_analysis_VAR

1. Set up a VAR (with data of your own choice). 2. Choose the order of the VAR 3. Test the residuals wrt white noise. 4. Comment on the roots of the characteristic polynomial. 5. Generate forecasts for at least 4 periods into the future. 6. Inspect the MA representations of the model. 7. Comment on the impulse response function. 8. Comment on the forecast error decomposition.

PankoAliaksandr/Project-WU-VECM-representation-

VECM representation, Augmented Dicky-Fuller test, Test for Cointegration Relationship,

PankoAliaksandr/Projects-WU-Microeconomics

Several problems of microeconomics

PankoAliaksandr/Python-Operations-Expained

Short and clear explanation for frequently used Pandas operations

PankoAliaksandr/PythonAlgorithms

Python general notes

PankoAliaksandr/Sailing-Notes

My preparation for Sailing License

PankoAliaksandr/StatisticsProblems-WU-Solutions

The repo contains many statistics tasks and solutions

PankoAliaksandr/WU-Algorithmic_Problems_Computing

Computing course had many mathematical and algorithmic problems, here are their solutions