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hwh1771/README.md

Hi there 👋

I am a data science and economics undergraduate with experience mostly in Python. My work focuses on economic modelling, machine learning and time series analysis. Most of my repos include university-related projects.

Languages/Tools

Python R HTML5 JavaScript Apache Spark MySQL Docker Git

Projects

Beyond traditional GARCH models: integrating NLP-derived sentiment scores for enhanced volatility modeling

  • This is our university final year project, extending the base GARCH model by incorporating additional exogenous regressors into the volatility equation.
  • Our project paper can be found here.

HE4045 Quantitative Economics with Data Science Project

  • Project for NTU's HE4045 (Quantitative Economics with Data Science) module.
  • We conduct data analysis on the causes of income inequality in China using an ARIMAX time-series model, before conducting simulations using suitable macroeconomic models to forecast future inequality under various scenarios.

Education

  • B.Sc. in Economics and Data Science | Nanyang Technological University (NTU), Singapore

Pinned Loading

  1. sentiment-analysis-volatility-forecasting sentiment-analysis-volatility-forecasting Public

    This repository contains code regarding our final year project in NTU, where we investigate the use of market sentiment measures as exogenous variables in a GARCH volatility model.

    Jupyter Notebook 1

  2. he4045-project he4045-project Public

    Quantitative Economics project analyzing non-income drivers of income inequality in China using ARIMAX and macroeconomic models (urbanization & education) to simulate and evaluate policy impacts.

    Jupyter Notebook