Hamzeh.

My Projects

A deep dive into my work at the intersection of quantitative finance and artificial intelligence.

Data Science / Public Policy
Redesigning Opportunity

Based on Raj Chetty's Opportunity Atlas, this tool helps parents assess demographics and opportunities in their zipcodes, exploring local community and school options.

Data SciencePublic PolicyOpportunity AtlasAI
Data Science / Financial Analysis
Advanced Cryptocurrency Time Series Analysis

A comprehensive analysis of Bitcoin (BTC) and Ethereum (ETH) price movements, implementing various time series analysis techniques, machine learning models, and deep learning architectures. The project goes beyond traditional ARIMA modeling to incorporate advanced neural network architectures, feature engineering with external data sources, and pairs trading strategies.

FinanceMLData Science
Data Science / Financial Modeling
Predicting Stock Price Variation

This project focuses on predicting the movements of stocks over time based on various financial and economic indicators. The goal is to determine the most important financial indicators affecting stock prices and develop an accurate predictive model. The analysis includes feature importance analysis, model training with various machine learning algorithms, and performance evaluation across different market conditions.

FinanceMLData Science
Sports Analytics / Data Science
Baseball Analytics: Creating a Betting Edge

This study dives into how specific metrics influence success in baseball, analyzing hitting, pitching, and fielding metrics to understand team performance. The project combines statistical rigor with domain knowledge to provide insights that can influence roster-building decisions, tactical approaches, and broadcasting narratives. The findings bridge the gap between traditional baseball insights and modern predictive techniques.

Sports
Sports Analytics / Game Theory
Analysis of NFL Two-Point Conversions

Modeling when coaches should go for two-point attempts versus extra points based on game situations and analytics.

Sports
Sports Analytics / Simulation
Modeling Baseball Games with Monte Carlo

Estimating player value and team performance using Monte Carlo simulations with high school baseball statistics.

Sports

Provides methods for assessing company similarity using specified sub-sections of 10-K filings. Uses cosine similarity of BERT embeddings for similarity.

FinanceMLNLP
Game Theory x Microeconomic Modelling
Simulating Firm Behavior Under Duopolies

A model of firm behavior under a duopoly using classical microecnonimic multivariate maximization and game theory.

FinanceGame Theory

An explanation of how ChatGPT works from the ground up. Topics include basic neural networks, recurrent neural networks, and long short-term memory networks.

AIMLOther

A tract-level correlational analysis of economic growth factors, such as education and employment rate, on income, separated by gender and race.

OpportunityOther
Linear Algebra
Computer Graphics

An explanation of basic computer graphics. Includes discussions on transformations in 2D and 3D space, quaternions, perspective projections, and shadow mapping.