Shreya Vontela

Bitcoin_Price_Prediction. Multivariate Multi Step Time Series modelling : Predicting the re-rise of bitcoin prices using RNN and optimising the model using GRU and dropout layers.

Portfolio_Optimization. Comparing the asset allocation methodology followed through mean variance portfolio optimization (MVO) and Sharpe Ratio optimization by using the PyPortfolioOpt library in python

SPX_Futures_Roll_Strategy. The Project aims to design the optimal monthly roll strategy for SPX futures such that we have minimum roll cost.

Probability-Of-Default-Model. Building a machine learning model to predict the Probability of Default(Charge off) in the next month for lending club's loan portfolio.

Trading_Strategy_Using_Satellite_Imagery_Dataset. The project predicts the stock price movement of a casino stock depending on the change in footfall

Shreya_Vontela_Portfolio. Hi all! I am passionate about data science, machine learning and quantitative modelling. This is a summary of my projects.

shreyav29.github.io. HTML