Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and Granger Causality."

❄️ All about my interest Papers and Review :)

Matlab live scripts for the book "Physics and Finance" published by Springer in 2021

An asset-pricing model using historical prices. Volatility of the asset is modeled as the random variable that changes over time and each iteration. For modelling the future price behavior, Monte Carlo simulations were performed.

basic financial econometric and data analysis in R

Sharing my experience with you across web-service, deep learning and financial projects.