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Hi there šŸ‘‹ This is Shayan

Hey, I'm Shayan! I'm super curious and excited about diving into the awesome world of Statistics, AI, and machine learning. I love solving problems, and I see it as a challenge that keeps me going every day.

I've recently completed my M.Sc. in Financial Engineering from the AmirKabir University of Technology (Polytechnic of Tehran). I got into this field because I wanted to mix machine learning with financial investments to make predictions that could beef up investment strategies. After three years of daily learning, Iā€™m still just as stoked as I was when I started this journey!

Presently, my academic interests revolve around the following areas:

  • Time Series Analysis
  • Time Series Pattern Matching
  • Time Series Prediction
  • Mathematical Optimization
  • Multi-Objective Optimization
  • Markov Switching Processes
  • Multi-Criteria Decision Making
  • Online Portfolio Selection

šŸŽÆ Stats

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šŸ–‡ļø Links

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Shayan Davoodi's Projects

cepstralcoefficients.jl icon cepstralcoefficients.jl

This package provides various tools for calculating the cepstral coefficients of time series and clustering them in Julia.

emd.jl icon emd.jl

Empirical Mode Decomposition in Julia

jmcdm icon jmcdm

A package for Multiple criteria decision-making techniques in Julia

lasso.jl icon lasso.jl

Lasso/Elastic Net linear and generalized linear models

modernheatmapplot icon modernheatmapplot

In this repository, I propose a modern style of heatmap plot in Python utilizing Seaborn.

onlineportfolioselection.jl icon onlineportfolioselection.jl

This package offers both traditional benchmark and newly developed Online Portfolio Selection (OPS) algorithms implementation.

tfls.jl icon tfls.jl

A Julia script to find contours of vessels-like shapes and calculate pairwise distance between them.

yfinance.jl icon yfinance.jl

Fetch stock market data from Yahoo Finance. Exposes stock, commodity, futures, currency (FX), mutual fund, and ETF prices, stock fundamental, summary data , and options data.

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