I will build arima and garch time series models in r or python

Are you working with financial, economic, or business data that changes over time and need accurate forecasts built by someone who does this at a research level?

I'm Sbusiso, an Honours student in Risk Analysis at UFS, actively researching volatility modelling and tail risk across JSE sectors using GARCH-family models and Extreme Value Theory.

What I can build:

• ARIMA / SARIMA models for trend and seasonal forecasting
• GARCH, EGARCH, GJR-GARCH for volatility modelling
• Markov-Switching GARCH (MS-GARCH) for regime detection
• Bivariate Vine Copulas for asset dependency modelling
• Extreme Value Theory (EVT) for tail risk and VaR
• Model diagnostics, residual tests, and forecast evaluation
• Full backtesting with walk-forward validation

Tools: R · Python · rugarch · forecast · rmgarch · scipy

Credentials:

• Honours in Risk Analysis modules: Financial Time Series, EVT, Multivariate Analysis
• BSc Actuarial Science
• IBM Data Science Professional Certificate
• Live JSE statistical arbitrage engine (MS-GARCH + Vine Copulas)

Clean code, clear interpretation, and plain-English findings included.

Message me before ordering to confirm scope.