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Other Projects

In addition to my coursework, I have gained hands-on experience through various projects in fields such as Database Management Systems, Decision Analytics and Modeling, and Finance. This has provided me with a valuable understanding of how data can be utilized across various industries, and has allowed me to seamlessly integrate my knowledge from different subjects.

Image by Rubaitul Azad

Database Management System Projects

I have extensive technical knowledge of SQL because I took the Data Infrastructure course at Fuqua as well as Database Management during my undergraduate studies. For querying, I've used both Maria DB and Oracle DB.

Dognition Project

Jul 2022 - Aug 2022

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  • The Dognition Company test records' data was incredibly disorganized, thus the first objective was to properly clean it before performing exploratory data analysis with SQL via MariaDB.

  • The database's relational schema was developed using ERDPlus, and the entire database was examined for possible discrepancies.

  • Investigated a variety of possibilities surrounding Dognition's low client retention rate; gathered root reasons and workable solutions for the company to employ.

Decision Analytics and Modeling

  • Utilized Excel Add-ins, TreePlan and CrystalBall, for decision-making purposes.

  • Constructed Decision Trees with TreePlan software, providing a structured approach to evaluate different options and forecast their potential outcomes.

  • Employed CrystalBall to perform Monte Carlo Simulations, allowing for the estimation of potential outcomes for uncertain events through multiple trials.

Image by Rubaitul Azad
Finance

Finance Projects

The finance industry is witnessing a shift towards more advanced and efficient programming languages, with R being widely adopted for its exceptional numerical processing capabilities and its long-standing position as a leader in data science. All projects listed below were carried out using R.

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Project 1 involved designing a pension fund, determining portfolio weights, and analyzing the significance of risk aversion in investments through the construction of efficient frontier and capital allocation line graphs.

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Project 2 aimed to comprehend the role of alpha and beta in outperforming the market. Variance decomposition was used to distinguish diversifiable and non-diversifiable risks, leading to the development of factor models, strategies, and selection of an appropriate benchmark for portfolio comparison.

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Project 3 analyzed asset returns and conducted Mean Variance Analysis for various economic regimes such as "high inflation and high growth" and "low inflation and low growth". The project determined the optimal portfolio weight for various assets based on the calculated Mean-Variance-Sharp Ratio for each regime.

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In the realm of Fixed Income Securities, I worked on the following projects: 

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  • Construction of a bond portfolio by determining the yield to maturity, market value, and cash flow of each bond and assessing the presence of arbitrage opportunities. The project also compared the benefits of taking a one-time lottery payment versus thirty years of installment payments.

  • Determination of the modified duration and convexity of bonds in a portfolio and calculation of first and second order approximations of bond market values. A nonlinear yield regression was plotted, leading to the calculation of discount factors and spot rates, ultimately resulting in the determination of the present value of the portfolio.

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