Seiji Sasaki

In this project, I worked with a group of three other students with the goal to find arbitrage opportunities between the New York, London, and Paris art markets. We developed two models; a multivariate regression model to predict the hammer price and a logistic regression model to predict the likelihood of a sale.  This project demonstrates the following technical skills: - Collecting and cleaning data - Advanced statistical modeling - Testing statistical models - Machine Learning - R - STATA - Excel

For this project, I set out to understand how changes in Facebook's advertisement algorithm impacts facebook's stock prices. In addition to Facebook, four other stock ticker and the S&P index were used to tease out any larger market and industry price changes. Using a RDD model, I was able to find two significant algorithmic/acquisitional updates that impacted facebooks stock prices in a statistically significant manner.  This project demonstrates the following technical skills: - Collecting and cleaning data - Advanced statistical modeling - MATLAB - Excel - Working with financial time-series data please click here or the below link for the full Google Drive Slides https://docs.google.com/presentation/d/1YYNv3wCx7a-qx0ruth1E_LsoAwWioZqY/edit?usp=sharing&ouid=107570216653474841263&rtpof=true&sd=true

 In this economics problem set, I set out to generate a GARCH model to predict future returns taking into consideration past errors. This project demonstrates the following technical skills: - MATLAB - Working with financial time-series data