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KlausKUEKOU/README.md

Hi, I'm Klaus KUEKOU 👋

Statistician-Economist & Data Scientist · Economics, Finance & Decision Science


🎓 About me

  • Master 1 student in Economics, Data & Decision Science at SE2, Université Jean Monnet (Saint-Étienne)
  • I work on data cleaning, statistical modelling, forecasting and dashboards
  • Main interests: financial data, time series, econometrics, machine learning and decision theory
  • Currently learning: experimental design in economics, Bayesian statistics, machine learning for finance
  • Looking for an internship in data science or quantitative analysis

🛠️ Tech stack

Domain Tools
Analysis & econometrics Python (pandas, NumPy, statsmodels, SciPy, arch), R (tidyverse, forecast, tseries)
Networks & spatial NetworkX, GeoPandas, rasterio, Leaflet
Machine learning & AI scikit-learn, XGBoost, Transformers, LLM APIs (Claude, Qwen)
Visualisation & dashboards Matplotlib, Seaborn, Plotly, Power BI, R Shiny / R Markdown
Data SQL, Excel, Jupyter

📌 Projects

Quantitative finance & risk

Project Description Stack
portfolio-optimization-risk Backtest 2005 to 2018 of 4 portfolios and 5 VaR models. Minimum variance has 28% less volatility than 1/N Python, SciPy, Ledoit-Wolf
garch-volatility-forecasting GARCH, GJR and EGARCH on the S&P 500. GJR-GARCH-t gives the best out-of-sample forecasts Python, arch
graph-systemic-risk-networkx Correlation network of 10 global banks and shock simulation Python, NetworkX

African economies & spatial economics

Project Description Stack
brvm-uemoa-macro-finance Inflation 11 points lower in CFA countries than in their neighbours; efficiency tests of the BRVM Python, statsmodels
cameroon-highway-network Least-cost highway network for Cameroon (Faber, 2014), with Dijkstra and Kruskal written by hand Python, GeoPandas
time-series-econometrics-r ADF and KPSS tests, ARIMA forecasts of the CAC 40, ARDL model of unemployment and inflation R

AI, NLP & decision science

Project Description Stack
llm-matching LLM reads motivation letters, Gale-Shapley assigns the seats; compared with a direct LLM assignment Python, LLM APIs
nlp-projects Tokenization benchmark, text clustering, sentiment of a WhatsApp forum with BERT Python, scikit-learn, spaCy, Transformers
StudECO_AI Agent that summarises economics papers and courses with a fixed template and checks the summary Python, Qwen, Streamlit

Data analysis & dashboards

Project Description Stack
ecommerce-scraping-dashboard Scrapes 5 e-commerce sites and compares prices, promotions and ratings Python, BeautifulSoup, Streamlit
world-population-dashboard Interactive dashboard of global demographic trends and migration flows R, Flexdashboard, Leaflet
r-statistical-projects PCA of French cities, fertility rate regression, Shiny evaluation app R, Shiny
sales-data-cleaning-analysis Data quality audit, outlier handling and customer behaviour analysis Python, pandas

📄 Download my CV

📊 GitHub stats

📫 Let's connect

Contact me on LinkedIn or by email.

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  1. brvm-uemoa-macro-finance brvm-uemoa-macro-finance Public

    CFA franc zones (UEMOA, CEMAC) vs neighbours: inflation and growth panel regressions, plus returns, risk and efficiency tests of the BRVM Composite

    Python

  2. cameroon-highway-network cameroon-highway-network Public

    Least-cost highway network for Cameroon in the spirit of Faber (2014): terrain cost surface, least-cost paths, spanning tree and market access

    Python

  3. garch-volatility-forecasting garch-volatility-forecasting Public

    GARCH, GJR-GARCH and EGARCH models of S&P 500 volatility: leverage effect, out-of-sample forecasts, Diebold-Mariano tests and VaR backtesting

    Python

  4. llm-matching llm-matching Public

    Solving school-choice matching with LLMs: preference elicitation from letters + deferred acceptance vs direct LLM assignment, scored on stability

    Python

  5. nlp-projects nlp-projects Public

    NLP in Python: tokenization benchmark for sentiment classification, text clustering, WhatsApp forum analysis with BERT

    Jupyter Notebook

  6. portfolio-optimization-risk portfolio-optimization-risk Public

    Walk-forward backtest of minimum-variance, max-Sharpe and risk-parity portfolios, with VaR/ES models and Kupiec/Christoffersen backtests

    Python