Information-theoretic test of the Efficient Market Hypothesis : Shannon entropy, KL divergence, bootstrap on AAPL/MSFT (2015-2025)
Analysis of DuPont's attempted acquisition of Rogers Corporation and the market response to major announcements.
Official code and dataset repository for the paper "Accuracy Without Profit: A Statistical Evaluation of Machine Learning Profitability in the English Premier League" (2025).
Univariate gold price forecasting using classic time-series analysis (ARIMA). Investigating market efficiency, volatility clustering, and the boundaries of autoregressive prediction models
Hull Tactical v7.1: A regime-aware "grey box" strategy for S&P 500 prediction. Combines Econophysics (Chaos/Entropy) with LightGBM and "Smart Noise" logic to challenge the EMH. (Mean Adj. Sharpe: 0.806)
Official Python implementation of Exchange Entropy ($H_{ex}$) and Exchange Entropy Index (EEI) for financial information processing fidelity and market phase transitions.
This project analyses the effect of the acquisition announcement on the acquiring companies’ stock returns by computing abnormal and cumulative abnormal returns.
An AI and data-driven analysis of gambling markets (EPL, Crash Games) to statistically test the 'house always wins' maxim.
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