- Poznan, Poland
- https://gautamprasadwork.github.io/Portfolio/
- in/gautamprasadwork
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Time-Series-Modeling-and-Volatility-Prediction-Using-ARMA-GARCH
Time-Series-Modeling-and-Volatility-Prediction-Using-ARMA-GARCH PublicPredicting volatility and conditional mean of time series data using ARMA-GARCH models to better capture market dynamics and improve forecasts in R
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var-spillover-nifty50
var-spillover-nifty50 PublicDiebold-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
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Portfolio
Portfolio PublicWelcome 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
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European-Option-Pricing-Simple-Chooser-Option-
European-Option-Pricing-Simple-Chooser-Option- PublicPricing European Simple chooser option based on Black–Scholes model
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U.S.-GDP-Forecasting-using-Non-Linear-Regression-and-Time-Series-Analysis
U.S.-GDP-Forecasting-using-Non-Linear-Regression-and-Time-Series-Analysis PublicForecasting US GDP using NON-LINEAR Regression Model
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quant-finance-masters
quant-finance-masters PublicMSc Quantitative Finance — Semester 3 projects: volatility spillover analysis, DCF valuation, WACC estimation, and financial statement analysis
R
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