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1. Portfolio-Construction---Factor-Model Portfolio-Construction---Factor-Model Public

   Streamlit-based portfolio construction dashboard implementing a multifactor model with factor exposure targeting, portfolio optimization, and interactive visualization of portfolio weights and risk…

   Python 1

2. EGARCH-Based-Sectoral-Volatility-Forecasting-and-Crisis-Sensitivity-Analysis EGARCH-Based-Sectoral-Volatility-Forecasting-and-Crisis-Sensitivity-Analysis Public

   Volatility modeling of major NIFTY sector indices using GARCH and EGARCH frameworks, including stationarity diagnostics, rolling out-of-sample forecasts, and analysis of sectoral risk dynamics duri…

   R 1

3. Passive-Portfolio-Management Passive-Portfolio-Management Public

   Passive index replication of the NASDAQ-100 using Mixed Integer Programming that selects an optimal 25-asset fund from 97 equities to maximise correlation-weighted similarity across rolling market …

   Jupyter Notebook 1

4. Sentiment-Signals-in-Equity-Returns Sentiment-Signals-in-Equity-Returns Public

   A project exploring the relationship between financial news sentiment and short-term stock returns using FinBERT, VADER, feature engineering, and predictive modeling.

   Jupyter Notebook

5. Credit-Risk-Modeling-in-Consumer-Banking Credit-Risk-Modeling-in-Consumer-Banking Public

   Implements the Basel III credit risk framework (PD, LGD, EAD) using Logistic & Linear Regression on Lending Club loan data (2007–2014)

   Jupyter Notebook

6. Predicting-Friend-Recommendations-on-a-9.4M-Edge-Facebook-Social-Graph Predicting-Friend-Recommendations-on-a-9.4M-Edge-Facebook-Social-Graph Public

   Predicting missing links in a directed social graph (9.4M edges) using graph-based features like PageRank, Katz, HITS, SVD, Adamic-Adar with XGBoost. Achieves 0.93 F1 / 0.94 AUC on the Facebook Rec…

   Jupyter Notebook