RDD analysis on time-series financial data

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

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Seiji Sasaki

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