Statistical Data Scientist | Heriot-Watt University Dubai
Specialising in financial volatility modelling, time-series analysis, and Bayesian inference.
- Bitcoin Volatility Forecasting using GARCH-family models (GARCH, EGARCH, GJR-GARCH, IGARCH, Component GARCH)
Statistical methods: GARCH models · ARIMA · Survival analysis · Bayesian inference · Monte Carlo simulation · PCA · Cox regression · Hypothesis testing
| Repo | Methods | Language |
|---|---|---|
| ARIMA Crime Forecasting | ARIMA, ACF/PACF, AIC selection | R |
| Bayesian Sampling Methods | Inverse CDF, Rejection Sampling, MCMC | R |
| Survival Analysis — Cox Model | KM estimator, Cox regression, Wald/LRT/Score tests | R |
- 🎓 BSc Statistical Data Science — First Class Honours (Awarded 1 July 2026)
- 📍 Abu Dhabi & Dubai, UAE
- 🤝 Open to quantitative research and data science roles