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  1. Time-Series-Modeling-and-Volatility-Prediction-Using-ARMA-GARCH Time-Series-Modeling-and-Volatility-Prediction-Using-ARMA-GARCH Public

    Predicting volatility and conditional mean of time series data using ARMA-GARCH models to better capture market dynamics and improve forecasts in R

    HTML 1

  2. var-spillover-nifty50 var-spillover-nifty50 Public

    Diebold-Yilmaz VAR spillover analysis — NIFTY 50, S&P 500, VIX, WTI Crude Oil. 12-year daily data (2013–2025). Rolling window dynamic connectedness. R.

    R 1

  3. Portfolio Portfolio Public

    Welcome to my personal portfolio website. I'm Gautam Prasad, a Quantitative Finance student with a passion for data, finance, and technology. This site highlights some of my projects, interests, an…

    JavaScript

  4. European-Option-Pricing-Simple-Chooser-Option- European-Option-Pricing-Simple-Chooser-Option- Public

    Pricing European Simple chooser option based on Black–Scholes model

  5. U.S.-GDP-Forecasting-using-Non-Linear-Regression-and-Time-Series-Analysis U.S.-GDP-Forecasting-using-Non-Linear-Regression-and-Time-Series-Analysis Public

    Forecasting US GDP using NON-LINEAR Regression Model

  6. quant-finance-masters quant-finance-masters Public

    MSc Quantitative Finance — Semester 3 projects: volatility spillover analysis, DCF valuation, WACC estimation, and financial statement analysis

    R