Data Science Projects

This repository contains Data Science projects developed both as part of assignments from the MD2SL Postgraduate Master in Data Science and Statistical Learning (offered by the University of Florence in collaboration with IMT Lucca), and as personal explorations.

Contents

This repository will be regularly updated with new projects.
Current projects include:

• DoubleML-causal-volasmile: A Causal Inference analysis using the growingly literature on Double Machine Learning to estimate the causal effect of liquidity costs (bid-ask spread) on implied volatility, in the NASDAQ options market.

• Cat-bonds-hurricanes-VaR-randomforests: A Random Forest Classifier used to predict Catastrophic Hurricane events in the North Atlantic Basin. The predictor is used in a set of Monte Carlo simulated scenarios to predict the VaR for a fictious portfolio of Cat Bonds on the dataset.

• California_Housing: A simple pipeline implementing linear regression with the scikit-learn package in Python.

How to clone the repo

git clone https://github.com/FrancescoMosti/data-science-projects.git
cd data-science-projects

Author:

Francesco Mosti
francesco.mosti@yahoo.com