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1. Fin_Metrics871_Prac_Exam Fin_Metrics871_Prac_Exam Public

   This repo contains my solutions to the Financial Econometrics 871 Mater's course at the University of Stellenbosch. 2022/11/25

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2. JSE_Properties_DCC_MV_GARCH_Model JSE_Properties_DCC_MV_GARCH_Model Public

   Estimates time-varying conditional correlations between FTSE/JSE-listed property securities and the broader FTSE/JSE assets by adopting the parsimonious DCC MV-GARCH modelling procedure.

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3. DSGE_BVAR_Estimation DSGE_BVAR_Estimation Public

   Replicates the NK-model by Belongia & Ireland (2020), estimated using Bayesian techniques, to reflect the recent post-financial-crisis episode of zero nominal interest rates in the US, and demonstr…

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4. Prisoners_Dilemma_Computer_Tournament Prisoners_Dilemma_Computer_Tournament Public

   A programmed and simulated computer tournament to study effective choice in the iterated prisoner’s dilemma game.

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5. Time_Series_Econometrics_Project Time_Series_Econometrics_Project Public

   Robustness analysis of Cologni & Manera (2008)- Oil prices, inflation, and interest rates in a structural cointegrated VAR for the G7 countries

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6. Machine_Learning-Stock-Market-Predictions Machine_Learning-Stock-Market-Predictions Public

   This is my Data Science 871 Project. The value of the Johannesburg Stock Exchange (JSE) Top 40 Index is forecasted using ARIMA, Prophet, KNN, and FNN machine learning algorithms. More importantly, …

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