Master's Graduation Thesis
sentiment-analysis cryptocurrency principal-component-analysis time-series-analysis return-predictability
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May 11, 2021 - Python
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return-predictability
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Code base for my bachelor thesis "Predictive Fedspeak: Forecasting US equities with FOMC Minutes tone"
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Jul 5, 2021 - Python
Testing stock return predictability using lagged dividend-price ratio (Cochrane / Goyal-Welch) on CRSP annual and monthly data (1927-2024). 5-year R² of 8.41%. VCU FIRE 691.
python asset-pricing cochrane crsp return-predictability financial-analytics dividend-price-ratio goyal-welch
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Jun 18, 2026 - Python
Time-series analysis of stock returns: autocorrelation, ARIMA, SARIMA, Holt-Winters forecasting, and out-of-sample R² evaluation on CRSP monthly data. VCU FIRE 691.
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Jun 18, 2026 - Python
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