Publications by Jaehyun Ahn
Default Analysis
1. Introduction The purpose of this project is to analyze defualt probability of bank customers. Let’s explore the dataset. # set visualization theme library(plyr) library(tidyverse) library(GGally) my_theme <- function(base_size = 10, base_family = "sans"){ theme_minimal(base_size = base_size, base_family = base_family) + theme( ...
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Quantitative Macroeconomic Analysis: Utilizing PCA and Dynamic Regression
1. Introduction This project aims to analyze how macroeconomic variables affect S&P 500 index. To analyze how various factors impact the S&P 500 Index, we selected eight dependent variables: CPI, RPDI, DI, TNX, IP, M2, SCO, and HPI. Let’s explore the dataset # import libraries library(DT) library(tidyquant) library(magrittr) library(read...
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Prediction for Seoul Average Temperature
0. Introduction This project aims to predict the average daily temperature of Seoul, South Korea (This goal was assigned from the data provider). The dataset is obtained from https://dacon.io/competitions/official/236200/data. The dataset contains several information related to temperature from 1960 to 2022. First we will be exploring how the ...
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Readmission Analysis
0. Abstract This paper presents a big data analysis of a clinical dataset containing early readmission information for patients undergoing diabetes treatment. The study involves prediction and causal inference analyses on patients’ readmission tendencies. Nine machine learning models were employed for prediction, with logistic lasso regressi...
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Readmission Analysis
raw_data <- read.csv('diabetic_data.csv') head(raw_data) ## encounter_id patient_nbr race gender age weight ## 1 2278392 8222157 Caucasian Female [0-10) ? ## 2 149190 55629189 Caucasian Female [10-20) ? ## 3 64410 86047875 AfricanAmerican Female [20-30) ? ## 4 50036...
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Big Data
Data Exploration raw_data <- read.csv('diabetic_data.csv') head(raw_data) ## encounter_id patient_nbr race gender age weight ## 1 2278392 8222157 Caucasian Female [0-10) ? ## 2 149190 55629189 Caucasian Female [10-20) ? ## 3 64410 86047875 AfricanAmerican Female [20-30) ? ...
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CAPM Beta Application
In this file, I will be using dataset from CRSP and Fama French data to see whether higher beta brings higher returns. Since the data cleaning process is long and complicated, please read from the CAPM application which would be more interesting. library(readr) library(knitr) raw_crsp <- read_csv('crsp_ticker.csv') ## Rows: 3847128 Columns: 1...
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Moving Average Strategy
The purpose of this file is to show briefly how you could apply moving average concept in the stock market. I will be using simple moving average to define the trading signal. One of the trading strategy using the technical analysis is that if the short-term moving average crosses the long-term moving average, people consider that as a bullish ...
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Document
library(tidyquant) ## 필요한 패키지를 로딩중입니다: lubridate ## ## 다음의 패키지를 부착합니다: 'lubridate' ## The following objects are masked from 'package:base': ## ## date, intersect, setdiff, union ## 필요한 패키지를 로딩중입니다: PerformanceAnalytics ## 필요한 패키지를 로딩중입니다: ...
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ARIMA Daily Trading
library(quantmod) ## 필요한 패키지를 로딩중입니다: xts ## 필요한 패키지를 로딩중입니다: zoo ## ## 다음의 패키지를 부착합니다: 'zoo' ## The following objects are masked from 'package:base': ## ## as.Date, as.Date.numeric ## 필요한 패키지를 로딩중입니다: TTR ## Registered S3 method overwritt...
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