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Linear and logistic regression analysis to find arbitrage opportunities in art markets

In this project, I worked with a group of three other students with the goal to find arbitrage opportunities between the New York, London, and Paris art markets. We developed two models; a multivariate regression model to predict the hammer price and a logistic regression model to predict the likelihood of a sale. 



This project demonstrates the following technical skills:

- Collecting and cleaning data

- Advanced statistical modeling

- Testing statistical models

- Machine Learning

- R

- STATA

- Excel


please click here or the link below for the full PDF report

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