Created by Chanakya Shah, Exchange Analyst, Product & Engineering Analytics at Index Exchange
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Dec 12, 2019
Used R
Data Analysis
Data Visualization
Statistical Modeling
+ 2

Ran Bayesian Methods on Financial Market Data 

My team and I set out to see whether Bayesian methods could have been used to successfully predict the financial crisis of 2008 by looking at delinquency rates on loans. We specifically used Bayesian Structural Time Series (BSTS).

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