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  1. Markowitz-Portfolio-Optimization-Python Markowitz-Portfolio-Optimization-Python Public

    Portfolio optimization using Modern Portfolio Theory to construct the Efficient Frontier and Maximum Sharpe Ratio portfolio in Python.

    Jupyter Notebook

  2. Loan-Fraud-Detection-ML Loan-Fraud-Detection-ML Public

    Developed a machine learning pipeline to identify fraudulent loan applications, using ensemble and oversampling techniques to handle class imbalance and achieve high detection accuracy across multi…

    Jupyter Notebook

  3. Market_Risk_Analytics Market_Risk_Analytics Public

    Analyzed default risk and market sensitivity and modeled stock volatility and systematic risk using CAPM, ARIMA, and GARCH models in Python and R, with a 99% confidence level.

    Jupyter Notebook

  4. Historical-VaR-and-Parametric-VaR-Calculation Historical-VaR-and-Parametric-VaR-Calculation Public

    Computed 1-day and 10-day VaRs at 95% and 99% confidence intervals for a diversified portdolio of five different stocks using Historical Simulation and Parametric methods.

  5. Futures-Hedging-Strategy Futures-Hedging-Strategy Public

    Built an end-to-end equity portfolio risk management framework involving portfolio construction, return analytics, CAPM beta estimation, and futures-based hedging using Indian equity data.