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  1. market-risk-forecasting market-risk-forecasting Public

    Next-day volatility forecasting for market risk — XGBoost against HAR and GARCH under walk-forward validation, with Value-at-Risk backtesting and a volatility-targeted portfolio

    Jupyter Notebook

  2. Amazon-Review-Sentiment-Analysis Amazon-Review-Sentiment-Analysis Public

    Three-class sentiment analysis (satisfied, neutral, not satisfied) on 53k Amazon Echo Dot reviews with a heavy 81/8/11 class imbalance. Compares 7 TF-IDF classical models and 5 fine-tuned transform…

    Jupyter Notebook