Joseph Edet

A Data Scientist passionate about using the power of data to solve problems

Detecting Credit Card Fraud in e-Commerce

This project leverages on Clustering, Deep Learning techniques and Tree models to perform a comparative analysis with the aim of finding the best Machine Learning techniques to tackle credit card fraud in the e-commerce industry

Calibrating Stochastic Volatility & Interest Rate Models

Perform several key tasks in quantitative finance: calibrate the Heston stochastic volatility model to option data using both the Lewis (2001) and Carr-Madan (1999) Fourier pricing methods, then extends this to the Bates (1996) model. Finally, calibrate the CIR model to the Euribor term structure and simulate future interest rates, demonstrating the application of stochastic models to both equity derivatives and interest rates.

An Intelligent Approach for Predicting Stock Market Movements

This project is an attempt to replicate the methodology of "An Intelligent Approach for Predicting Stock Market Movements in Emerging Markets Using Optimized Technical Indicators and Neural Networks" paper by Alma Rocío Sagaceta-Mejía, Máximo Eduardo Sánchez-Gutiérrez, and Julián Alberto Fresán-Figueroa.

Data Wrangling with Python

I gathered, accessed and cleaned data from a Twitter account @WeRateDogs. Python's libraries such as Pandas, NumPy, Matplotlib & Seaborn were used to gather data manually and programatically, access three datasets for quality and tidiness issues, fix the issues identified (data cleaning), then derive insights from the clean data.

Prosper Loan Dataset

Using mostly visualizations with Python, I explored a dataset from Prosper - a loan company. I used Matplotlib & Seaborn to create univariate, bivariate and multivariate plots to find out what factors influences the Annual Percentage Rate (APR) of a loan.