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Abhishek Chikara
Abhishek Chikara

104 Followers

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Published in The Startup

·Pinned

Extracting Features/Patterns in a price data using Wavelet Transform(PART-1)

Not a Blog Just Writing Notes for myself :) Why Not use FFT or Fourier Transform to extract patterns or components in stock price data instead of using Wavelet transform directly? Fourier Transform will work very well when the frequency spectrum is stationary. That is, the frequencies present in the signal are not time-dependent; if a signal contains a frequency of x Hz this frequency should be present equally anywhere in the…

Machine Learning

5 min read

Extracting Features/Patterns in a Price Data Using Wavelet Transform(PART-1)
Extracting Features/Patterns in a Price Data Using Wavelet Transform(PART-1)
Machine Learning

5 min read


Published in DataDrivenInvestor

·Mar 9, 2021

The Curse of Dimensionality in Finance

In Big Data we often come across when we have more features than the sample data for our model, so we reduce the features using PCA or SVD or any other algorithm to reduce the features Similarly in the field of Finance when one is making a Volatility model or…

Dimensionality Reduction

6 min read

The Curse of Dimensionality in Finance
The Curse of Dimensionality in Finance
Dimensionality Reduction

6 min read


Published in Analytics Vidhya

·Feb 21, 2021

Linear Programming/Optimization in Finance using Python

Not a Blog, Just Writing Notes for Myself :-) In most of the Financial models, we have a linear or Quadratic Optimizer which needs to be maximized or minimized accordingly with a certain set of constraints. In the CAPM model, we assumed linearity in the models and solved for expected…

Linear Programming

4 min read

Linear Programming/Optimization in Finance using Python
Linear Programming/Optimization in Finance using Python
Linear Programming

4 min read


Published in Analytics Vidhya

·Feb 17, 2021

Time-series Auto-correlation Vs Partial Auto Correlation

Not A blog Just Writing Notes For Myself :) Problem Statement: We have monthly data of a Stock and we are gonna predict the average monthly price of a stock by comparing previous months prices So before that, we need to see how much predictor variable is related to our…

Correlation

4 min read

Time-series Auto-correlation Vs Partial Auto Correlation
Time-series Auto-correlation Vs Partial Auto Correlation
Correlation

4 min read


Published in Analytics Vidhya

·Feb 5, 2021

Portfolio Construction using Efficient Frontier Optimization

Not a Blog just Notes for myself :) Let’s Take Two Asset in risk-return Space which is also known as a mean-variance framework where on our X-axis we have variance or std-dev (risk) while on the Y-axis we have our returns pf the Asset We Got 2 Assests A and…

Portfolio

4 min read

Portfolio Construction using Efficient Frontier Optimization
Portfolio Construction using Efficient Frontier Optimization
Portfolio

4 min read


Published in The Startup

·Feb 1, 2021

Factor Models using Machine learning Approach

Not a blog writing notes for myself :) Why Factor investing is important and why it matters? Securities(stocks, bonds…etc) earn their risk premium(It represents payment to investors for tolerating the extra risk in a given investment over that of a risk-free asset) through exposure to a small number of rewarded risk factors Factors are fundamentally broad, persistent characteristics that…

Machine Learning

6 min read

Factor Models using Machine learning Approach
Factor Models using Machine learning Approach
Machine Learning

6 min read

Abhishek Chikara

Abhishek Chikara

104 Followers

Finance 🤜🤛 Machine Learning Linkedin:https://www.linkedin.com/in/abhishek-chikara-96b68597/

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