- ๐ Hi, Iโm @mariobajo
- ๐ Iโm interested in python and finance, focused on machine learning, asset alocation, portfolio management, algorithmic trading and fixed income.
- ๐ฑ Iโm currently learning neural networks, deep learning and reinforcement learning.
- ๐๏ธ Iโm looking to collaborate on everything related to python and finance.
- ๐ซ How to reach me: [email protected]
๐ Hi, Iโm @mariobajo
๐ Iโm interested in python and finance, focused on machine learning, asset allocation, portfolio management and fixed income.
-
Banco de Espaรฑa
- Spain
- https://www.linkedin.com/in/mario-bajo-msc-mfia-82b8b24/
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Principal-Component-Analysis-in-Fixed-Income
Principal-Component-Analysis-in-Fixed-Income PublicThe objective is to apply the multivariate principal components analysis technique to yield curves of different credit quality, calculating eigenvalues, eigenvectors and principal components.
Jupyter Notebook
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