Skip to content
View byungchan3077's full-sized avatar

Block or report byungchan3077

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
byungchan3077/README.md

πŸ‘‹ Hi, I'm Byungchan Kim

πŸ›  Tech Stack

Python JavaScript Java Node.js Pandas XGBoost

πŸ“Š Projects

πŸ” Financial Factor Analysis

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)

β†’ Repository


✈️ Cost Effective Travel

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

β†’ Repository


πŸ“° What's Today

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

β†’ Repository

🌱 Currently Learning

  • Python Data Analysis (Pandas, XGBoost, Scikit-learn)
  • Spring Boot
  • Financial Data Analysis & Quantitative Research

πŸ“ž Contact Me


Popular repositories Loading

  1. forking_test forking_test Public

    Forked from ST-ITM/forking_test

    Repository for OSS course in the ITM major. The purpose is for students to test the GitHub forking and pull request workflow

  2. oss-calculator-junit oss-calculator-junit Public

    Forked from gimbyeongchan29-stack/oss-calculator-junit

    Sample repository using JUnit and Maven

    Java

  3. expense-splitter expense-splitter Public

    Forked from ST-ITM-2025-2/expense-splitter

    Repository used for the Open Source Software class assignment 2

    Java

  4. byungchan3077 byungchan3077 Public

    my github profile

  5. Cost_Effective_Travel Cost_Effective_Travel Public

    Python 1

  6. financial-factor-analysis financial-factor-analysis Public

    Empirical analysis of S&P500 return predictability using macroeconomic factors and XGBoost β€” testing weak-form market efficiency

    Jupyter Notebook