Empirical analysis of S&P500 return predictability and Fama-French factor premiums
- Verified weak-form EMH using XGBoost + macroeconomic variables (p-value: 0.063)
- Analyzed FF3/FF5 factor premium decay before and after paper publication
- Compared US vs Asia-Pacific factor premiums β found HML still strong in Asia
- Key insight: Markets converge toward efficiency as information becomes public, but information costs sustain residual premiums (Grossman-Stiglitz Paradox)
CLI tool that calculates Real Purchasing Power Index (PPI) to recommend the most financially efficient travel destinations
- Combines real-time exchange rates with local cost-of-living data
- Survival basket logic based on Big Mac Index + daily essentials
- Analyzes 9 popular destinations and generates automated reports
AI-curated daily news discussion platform
- Vanilla JS + Vite / Node.js + Express / Supabase (PostgreSQL)
- Google Gemini API for automated daily issue generation
- JWT authentication + Google/GitHub OAuth
- GitHub Actions CI/CD with branch protection
- Python Data Analysis (Pandas, XGBoost, Scikit-learn)
- Spring Boot
- Financial Data Analysis & Quantitative Research
- π§ Email: gimbyeongchan29@gmail.com


