Daniel Suryakusuma
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Research

A collection of 2 posts

Insuring Against Going Viral: Life Expectancy on Spotify Top Charts
Projects

Insuring Against Going Viral: Life Expectancy on Spotify Top Charts

This project showcases a spectrum of technical skills in a nontraditional actuarial setting. Many methods are known for analyzing and predicting movement in a financial market and quantifying risk. We seek to give similar treatment in the case of Spotify's Top Charts, where popularity "drives up" the ranking (price) of a given index (song). In particular, we draw special attention to Queen's "Bohemian Rhapsody". Put concisely, in all of Spotify's . . .

  • Daniel Suryakusuma
    Daniel Suryakusuma
18 min read
Sustainable Investing and the Cross-Section of Stocks Risks and Returns
Finance

Sustainable Investing and the Cross-Section of Stocks Risks and Returns

AbstractThe identification of factors that predict the cross-section of stock returns has been a focus of asset pricing theory for decades. We address this challenging problem for both equity performance and risk, the latter through the maximum drawdown measure. We test a variety of regression-based models used in the field of supervised learning including penalized linear regression, tree-based models, and neural networks. Using empirical data in the US market from . . .

  • Daniel Suryakusuma
    Daniel Suryakusuma
5 min read
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