Projects

  • Worked on comparison of leading Mutual Fund houses on their performances across various sectors over past 5 years
  • Analyzed associated Risk factor using parameters like sharpe ratio, alpha, beta, standard deviation
  • Studied the impact of macroeconomic factors on the fund performances and compared the houses on their vulnerability
  • Created a fuzzy model to assess mutual funds against their respective benchmarks using time series analysis
  • Assigned ensembled scores to houses based on above criteria to finally declare best performer
  • Performed Quantitative analysis based on the number of cardholders, number of Merchants and the number of ATMs in each area
  • Implemented SOA (Strength, Opportunity, Aspiration) analysis technique for qualitative analysis of all three competitors
  • Proposed a 2-stage scoring system by using zip codes demographics, influence of locality of ATMs on the number of transactions
  • Built an interactive dashboard in Tableau to provide insights on key performance measures and fragrance attributes of the products
  • Used logistic regression to predict the probabilities of liking of the products leading to identify the factors affecting the likability
  • Used an ensemble vote of forward and backward stepwise selection method and information gain to identify 7 important features
  • Improved the cross-validation AUC-ROC from 0.73 to 0.85 by creating new features from the existing features in the dataset