Predictive Modelling

Forecasting

I can model a quantitative trend and forecast it into the future. This assists with predicting the price of an investment instrument (to assist with buy or sell decisions); or to predict the future state of a system, such as an economy, the operations of a business or a natural setting. I can use a few tools to achieve this, although I am fairly inexperienced at doing this professionally:


Portfolio:

I have an advanced method in mind:

This method above captures long-term trends as well as short-term trends. I can implement this analysis for a time-series of your choosing (for example, a fund on investing.com, or from data that you provide), and provide two or three graphs of the forecast, with a steady-state smooth trendline. This offering would take about 8–12 hours to set up, and then we could automate it on a daily schedule, for about 3–4 hours per month.



This method integrates multiple variables, to interact in a system of time-series equations. The model lets us predict multiple variables simultaneously. The root mean squared error is minimized across the equations I think. This method is necessary when there are multiple variables, for example, an economy, or the influence on stock prices. However, I think it only works when the period (frequency) for each variable is the same. I am interested in applying this method in a project.


I can use a social accounting matrix (SAM) to study the effect of an injection in an economy, across various industries. I only have about 25 hours of work experience with this so far. I am keen on learning about CGE modelling.


I have tutored Dynamic Optimization to Masters and PhD students at the University of Cape Town. I own a copy of Chiang's Elements of Dynamic Optimization. 

This model can be used to find the shadow price of a natural resource over time.

I can consult on a problem, draw up equations, or help to create modelling software for you.


Cryptocurrency bot

I can partner with you in developing an algorithmic cryptocurrency day-trading bot. I have a strategy based on past prices and the Fear and Greed index, but I have not spent time on other exogenous variables or back-testing. At the moment, my lack of capital doesn't really overcome the running cost, including labour. This needs to be a long-term partnership.


Contact

aidan@econometrics.co.za

https://calendly.com/aidan-horn/25mins