Time Series ARIMA and SARIMAX for Covid-19 Forecasting

Vector Autoregressive (VAR) model, Granger causality test:, ARIMA and SARIMAX used to determine the covid-19 forecasting in Boston

Dec 2022

Portfolio Management Using Python for Healthcare Stocks

Built a portfolio using Modern Portfolio Theory (MPT) with one-year data [2020], calculated Value at Risk (VaR) and Conditional Value at Risk (CVaR) at a 99% confidence level for each trading day and week, forward tested the portfolio with the next year's data [2021], conducted hypothesis testing on the calculation described in step 3, and compared the results to the market benchmark - S&P 500, with returns presented in percentage and annualized.

Dec 2022

Senior Data Analytics Consultant

NTT DATA (US Life Insurance)

Dec 2018 - Aug 2021