- Major Degree - Masters ([login to view URL]) in Financial Economics (Statistics and Economics).
- Software Skills - R, EViews, GRETL, JAMOVI, STATA, MS-Office, and SPSS
- Expertise in Statistics and Econometric -
OLS Regression, Multivariate Regression, Time Series, Logistic Regression, Excel ANOVA, Hypothesis Testing, Z-test, T-test, Chi-Square Test, F-test, Best Model Selection, Problems related to Inference, Estimation, Probability, Sampling, Economics.
- GARCH modeling - selecting the best model using ruGARCH package.
- CAPM - Calculation, and analysis of beta.
- Principal component regression & Least absolute shrinkage and selection operator (LASSO) regression in R
- VECM with wald test, Granger causality test.
- Susceptible, Infectious, Recovered (SIR) model - Epidemiological model in R
- I can also help you in completing thesis work related to the above-mentioned topics of study.
- I deliver the best quality work with detailed descriptions as per the client's requirements. I guarantee you that the task will be completed on time effectively and efficiently.
Completed various projects with quality work and on time:
1. Time-Series econometrics- stationarity test, parametric and non-parametric tests, Regression analysis
2. Report writing
3. Data visualization
4. R-programming environment
5. Statistical analysis
6. Data cleaning and organization
Data Science & Business Analytics Intern
The Sparks Foundation (TSF)
Mar 2021 - Present
Working as an intern on task-based projects on machine learning and data analytics.
Jamia Millia Islamia
Feb 2016 - Aug 2016 (6 months, 3 days)
Volatility spillover and Integration of selected world stock markets: An analysis of contagion and structural breaks.
M.Sc Financial Economics
University of Madras, India 2013 - 2015
Jamia Millia Islamia, India 2010 - 2013
Financial Engineering and Risk Management Part II
Columbia University (Coursera)
Learned financial modeling especially derivatives. Done various projects like the lead-lag relationship between spot and future prices and many more.
Financial Risk Management with R
Duke University (Coursera)
Learned financial modeling especially risk models like GARCH model, VaR, and ES models.