Nithya Mahadevan's Projects
Used case of clustering with mixed data types (numeric & categorical features)
Performing community detection and clustering using real-time social network data
Content based recommender system that predicts movie ratings using the list of genres of a movie as the content
Part 1: Given user inputs for current stock prices, stock volatility, risk-free interest rate, strike price, u & d (up & down factors for stocks), size of the time steps, type of option – call/ put (oType), the code computes the value for a European call/ put option. Part 2: Choosing IBM stocks and the corresponding options maturing before the next dividen paying date, the code calibrates a multi-period binomial model. Historical stocks data was used to calibrate volatility (σ), up-down factors (u & d) and risk-neutral probabilities (pTilda).
scikit-learn: machine learning in Python