firmai / budget-optimization-in-ecommerce-using-market-mix-modelling

To create a market mix model for ElecKart (an e-commerce firm from Ontario, Canada) for several products categories - to observe the actual impact of various marketing variables over the past and recommend the optimal budget allocation for different marketing levers for the next year. Built several Linear Regression models like Additive, Multiplicative, Koyck & Distributive Lag to identify the important KPIs that influence the company revenue and their contributions towards the revenue. The main data set is available below:

Hi there 👋

I'm Derek, a professor at NYU teaching Machine Learning in Financial Engineering

• My interests are in synthetic data generation, agent-based simulators, and asset management using machine learning.
• I have worked on projects at HSBC, G-Research, Alan Turing Insitute, Oxford-MAN Institute and other large quantitative funds.

Jan 09 - Quant Letter: January 2024, Week-2 Jan 03 - Quant Letter: January 2024, Week-1 Dec 20 - Quant Letter: December 2023, Week-3

👥 Researcher at the @alan-turing-institute 📓 Associate member @oxford-man-institute 🧭 Founder of the @firmai open-source project 👥 Curator for ML-Quant resources 🦌 GitAwards top 100 for Jupyter Notebooks

Since joining Github, I pushed 7931 commits, opened 198 issues, received 20665 stars across 67 personal projects and contributed to 32 public repositories.

Packages

Everything listed here is available under Unlicense

My research has been used by large institutional banks and quantitative hedge funds (see SSRN).

• DeltaPy (12,409 Downloads) — First tabular data augmentation package in Python (market data) [code][report]
• PandaPy (21,163 Downloads) — Pandas alternative that mimics ‘Structs’ in the C Language (market data) [code][report]
• AtsPy (53,147 Downloads) — First automated time series package in Python (alternative data) [code][report]
• DataGene (4,246 Downloads) — First package assessing dataset similarity (market data) [code][report]
• MLAM (35,409 Downloads) — First repository for machine learning in asset management (market data) [code][report]

Other packages under this license include MTSS-GAN [code][report], the first multivariate conditional time series generator, FairPut [code][report], a FAIR package using LightGBM, and PandasVault [code], an advanced Pandas repository.

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