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shayandavoodii/README.md

Hi there 👋 This is Shayan

Hey, I'm Shayan! I'm super curious and excited about diving into the awesome world of Statistics, AI, and machine learning. I love solving problems, and I see it as a challenge that keeps me going every day.

I've recently completed my M.Sc. in Financial Engineering from the AmirKabir University of Technology (Polytechnic of Tehran). I got into this field because I wanted to mix machine learning with financial investments to make predictions that could beef up investment strategies. After three years of daily learning, I’m still just as stoked as I was when I started this journey!

Presently, my academic interests revolve around the following areas:

  • Time Series Analysis
  • Time Series Pattern Matching
  • Time Series Prediction
  • Mathematical Optimization
  • Multi-Objective Optimization
  • Markov Switching Processes
  • Multi-Criteria Decision Making
  • Online Portfolio Selection

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  1. JuliaLang/julia JuliaLang/julia Public

    The Julia Programming Language

    Julia 44.8k 5.4k

  2. OnlinePortfolioSelection.jl OnlinePortfolioSelection.jl Public

    This package offers both traditional benchmark and newly developed Online Portfolio Selection (OPS) algorithms implementation.

    Julia 14 3

  3. CepstralCoefficients.jl CepstralCoefficients.jl Public

    This package provides various tools for calculating the cepstral coefficients of time series and clustering them in Julia.

    Jupyter Notebook 1

  4. eohne/YFinance.jl eohne/YFinance.jl Public

    Fetch stock market data from Yahoo Finance. Exposes stock, commodity, futures, currency (FX), mutual fund, and ETF prices, stock fundamental, summary data , and options data.

    Julia 20 2

  5. jbytecode/JMcDM jbytecode/JMcDM Public

    A package for Multiple criteria decision-making techniques in Julia

    Julia 44 9