Publications by Jaehyun Ahn
FBE 543#2 - Working on
UNIVERSITY OF SOUTHERN CALIFORNIA Marshall School of Business FBE 543 Forecasting and Risk Analysis M. Safarzadeh Assignment #2 1- Download monthly data for the time period 2018M1 – 2022M12, for Apple Corporation (AAPL) and S&P 500. Do the following estimates and the tests: #Import quantmod library(quantmod) ## 필요한 패키지를 로딩�...
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Assignment #1
1- Estimate the Beta coefficients of the CAPM model for AAPL using monthly data from 2018M1 to 2022M12. Comment on the significance and interpretation of the estimated coefficients. library(quantmod) ## 필요한 패키지를 로딩중입니다: xts ## 필요한 패키지를 로딩중입니다: zoo ## ## 다음의 패키지를 부착합니다...
2394 sym R (28206 sym/82 pcs) 11 img
[Revised[ Quantitative Analysis Project
This project deals with applying all the concepts learned in FBE 506 as much as possible. First, we will import the necessary libraries to start our quantitative analysis. #Import Libraries library(tidyverse) ## -- Attaching packages --------------------------------------- tidyverse 1.3.2 -- ## v ggplot2 3.3.5 v purrr 0.3.4 ## v tibble...
12781 sym R (49320 sym/177 pcs) 18 img
ANOVA & Dummy Regression
The purpose of the project is to apply the concept of ANOVA (Analysis of Variance) by utilizing dummby variables in linear regression. Since ANOVA measures whether the mean of different groups is identical or not, we don’t have to calculate MSB or MSE if we use the features of dummy variables in regression. Specifically, if the p-value of F...
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Event Study
#Event Study This project deals with analyzing whether there was a suspicious abnormal return for SKhynix, which has one of the biggest market cap in Korean stock market. At 7/27/2022, SKhynix reported earnings release that beat the market expectation. However, there was no significant change in stock price so we will analyze whether there wa...
1833 sym R (12601 sym/53 pcs) 6 img
ARIMA Unrevised
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 overwri...
56 sym R (3651 sym/39 pcs) 9 img