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_config.yml
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# Site
repository: sproogen/resume-theme
favicon: images/favicon.ico
# Content configuration version
version: 2
# Personal info
name: Alissia Kirss
title: MSc Quantitative Finance Graduate/ MSc Data & Comp. Science Student
email: [email protected]
# website: https://github.com/alihru
# Dark Mode (true/false/never)
darkmode: true
# Social links
# twitter_username: facespics
github_username: alihru
# stackoverflow_username: "00000001"
# dribbble_username: jekyll
# facebook_username: jekyll
# flickr_username: jekyll
# instagram_username: jameswgrant
# linkedin_username: jameswgrant
# xing_username: jekyll
# pinterest_username: jekyll
# youtube_username: globalmtb
# googleplus_username: +jekyll
# orcid_username: 0000-0000-0000-0000
# Additional icon links
# additional_links:
# - title: itsgoingto.be
# icon: fas fa-globe
# url: https://www.itsgoingto.be
# - title: another link
# icon: font awesome brand icon name (eg. fab fa-twitter) (https://fontawesome.com/icons?d=gallery&m=free)
# url: Link url (eg. https://google.com)
# Google Analytics and Tag Manager
# Using more than one of these may cause issues with reporting
# gtm: "GTM-0000000"
# gtag: "UA-00000000-0"
# google_analytics: "UA-00000000-0"
# About Section
# about_title: About Me
about_profile_image: images/profile.jpg
about_content: | # this will include new lines to allow paragraphs
Hello, my name is Alissia.
* I am originally from Estonia, where I have spent the first 12 years of my life. 🏡
* Afterwards, my family and I moved to Ireland. I went to school in the beatuiful coastal town of Sligo. ☘️
* After my secondary school graduation I decided that I want to study mathematics at NUI Galway. 🧮👩🎓
* After graduating with a bachelor's degree in Mathematical Science, I moved to Vienna (Austria) to pursue a master's degree in
Quantitative Finance. I was excited to apply the many mathematical and computational concepts that I have learned over the years
to the fascinating world of finance. 📈🐂
* After attaining a master's degree in quant finance, I wanted to learn a little bit more about data science, machine learning and
advanced statistical methods. I also saw how applicable and relevant these methods were becoming within the realm of quant finance.
This motivated me to pursue a one-year master's degree in Data and Computational Science at University College Dublin. I am currently
enrolled in this programme and I am looking for employment opportunities. 👩💻
Feel free to reach out and have a good day! 👋😊
content:
- title: Projects # Title for the section
layout: list # Type of content section (list/text)
content:
- layout: top-middle
title: Master Thesis
# link: github.com/sproogen
# # link_text: Project Website
# additional_links:
# - title: sproogen/modern-resume-theme
# icon: fab fa-github
# url: github.com/sproogen/modern-resume-theme
# - title: Github page for project (eg. sproogen/modern-resume-theme)
# icon: fab fa-github
# url: Link to project (eg. sproogen.github.io/modern-resume-theme)
quote: >
This is the thesis that I wrote as part of the master's degree in Quantitative Finance.
description: | # this will include new lines to allow paragraphs
This master's thesis examines firm-level contemporaneous and lagged relationships between
Tweet-based features (i.e., Twitter activity and sentiment polarity) and stock market
characteristics (i.e., holding period return and trading volume) at daily frequency.
Our findings support the existence of contemporaneous association between Twitter mood
and returns (turnover), together with the relation of Tweet volume and returns (turnover).
Furthermore, we established that investor agreement and Tweet volume could be of use in predicting abnormal
trading volume on the following day. In contrast to previous closely related research, we found no indication of
Twitter-based investor sentiment and interest being helpful in predicting returns, which was subsequently reflected
in the underwhelming performance of the corresponding long-short portfolios. Nevertheless, we observed that aggregation
of firm-level Twitter sentiment can be beneficial in forecasting the performance of ETFs, stock indices and portfolios.
You can download my thesis [here](assets/thesis.pdf) and the corresponding presentation [here](assets/presentation.pdf).
---
- layout: top-middle
title: Industry Lab
# link: github.com/sproogen
# # link_text: Project Website
# additional_links:
# - title: sproogen/modern-resume-theme
# icon: fab fa-github
# url: github.com/sproogen/modern-resume-theme
# - title: Github page for project (eg. sproogen/modern-resume-theme)
# icon: fab fa-github
# url: Link to project (eg. sproogen.github.io/modern-resume-theme)
quote: >
This project focused on automated extraction of valuable information from annual financial reports. I
completed this project in the course of my Quantitative Finance degree with Raiffeisen Research.
description: | # this will include new lines to allow paragraphs
In recent years the European Single Electronic Standard (ESEF) has been introduced by the European Securities and Markets Authority (ESMA).
It mandates that annual financial reports of issuers within scope must be prepared in XHTML format with XBRL tags, embedded using Inline XBRL technology and
based on the ESEF taxonomy. We developed an R package in order to automate the process of financial data retrieval and reduce reliance
on manual data extraction and external sources, such as Bloomberg and Refinitiv. Furthermore, we tested some simple trading strategies
based on extracted financial ratios and conducted ESG sentiment analysis on retrieved textual data.
You can download the vignette for the corresponding R package [here](assets/rESEF_vignette.html).
- title: Experience and Education # Title for the section
layout: list # Type of content section (list/text)
content:
- layout: top-middle
#title:
# link: boringcompany.com
# # link_text: boringcompany.com
# sub_title: Senior Network System Administrator
# caption: November 2017 - Present
# quote: >
# Solving 21st century problems by diging holes and making game changing products like the *not a flamethrower*
description: | # this will include new lines to allow paragraphs
You can download my [Resume/CV](assets/CV.pdf).
- title: A Little More About Me
layout: text
content: | # this will include new lines to allow paragraphs
Alongside my interests in quantitative finance, data science and programming, some of my other interests and hobbies are:
- Hiking 🥾🏔️
- Music (Singing, Ukulele) 🎼
- Baking 🧁
- Film Photography 📸
Here are some recent pictures that I took:
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# Footer
footer_show_references: false
# references_title: References on request (Override references text)
# Build settings
remote_theme: sproogen/resume-theme
sass:
sass_dir: _sass
style: compressed
plugins:
- jekyll-seo-tag