For this project, I set out to understand how changes in Facebook's advertisement algorithm impacts facebook's stock prices. In addition to Facebook, four other stock ticker and the S&P index were used to tease out any larger market and industry price changes. Using a RDD model, I was able to find two significant algorithmic/acquisitional updates that impacted facebooks stock prices in a statistically significant manner.
This project demonstrates the following technical skills:
- Collecting and cleaning data
- Advanced statistical modeling
- MATLAB
- Excel
- Working with financial time-series data
please click here or the below link for the full Google Drive Slides
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