Name: Aliaksandr Panko
Type: User
Bio: MSc Quantitative Finance (WU, Vienna, Austria)
MSc Financial Engineering (World Quant University, USA)
MSc Applied Maths and Computer Science (BSU, Belarus)
Location: Vitznau, Switzerland
Blog: https://www.facebook.com/aliaksandr.panko
Aliaksandr Panko's Projects
Theoretical Blockchain Research Study
Trading Strategy based on MA oscillator and Bollinger Band
Just a simple OOP C# project
OOP based program to analyse property prices
Coin Changing altorithm
DEMA Trading Strategy with market analysis
Modeling with Decision Trees
Find maximum drawdown, MA trading strategy implementation, Lake Ratio & Gain to Pain ratio
Research Report on EOSIO Software. Theoretical
FAST FOURIER TRANSFORM ALGORITHM
Trading Strategy based on frictionless trading.
Predicting a Stock Price using a Genetic Algorithm
To forecast gold price evolution we would like to compare a linear regression estimated by the Ordinary Least Squares (OLS) method and another model.
Check if Apple and Facebook stocks have the same price mean. The Project uses professionally t.test to chekc this hypothesis
Algorithm of finding the longest palindrome
integer programming problem (IP) ---> LP problem
Simplex Algorithm for Linear Problems
Moving Average Convergence Divergence (MACD) based trading strategy DJTA & DJIA
The project is aimed at explanation of macroeconomic factors infuence on FX evolution.
Do World Markets Dance in Sync?
Stock price forecast using Neuroal Network
R shiny application with PCA
Time series analysis using cython loops library and other statistical techniques
Feature Selection and Engineering
K-Means inplementation
Linear Discriminant Analysis (LDA), Principal Component Analysis (PCA)
Modeling and Strategy Development
OLS implementation with different ML libraries
1. Implement a simultaneous game 2. Find Nash equilibrium (or equilibria) if exists. 3. Find mixed strategy Nash equilibrium if exists. 4. Describe python package used for the game implementation. 5. Research the Gambit software
Research and Forcast of oil price. Done in Excel + VBA