Isaac Kojo Donkoh

Quantitative Analyst | Econometrician & Data Analytics

Turning complex data into actionable insights for smarter decisions.

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About Me

Isaac Kojo Donkoh

I am a passionate financial engineer with over 2 years of experience in quantitative modeling and data analytics. I leverage advanced Python, financial modeling, and optimization techniques to deliver actionable insights for business and financial strategies. Committed to continuous learning, I thrive on solving complex problems and driving impactful results. My work focuses on macroeconomic forecasting, risk analysis, and econometric modeling, with a particular interest in emerging markets like Ghana.

26+

Happy Clients

10+

Projects Completed

2+

Years Experience

Global

Work Mode (Remote & International Collaboration)

My Skills

Python icon

Programming, automation, and data analysis with Python (Pandas, NumPy, Scikit-learn).

Financial Modeling icon

Building models for valuation, forecasting, and risk analysis.

Data Analysiss icon

Extracting insights through data cleaning, visualization, and analysis.

Machine Learning icon

Predictive modeling, classification, and optimization with ML.

Optimization Modelling icon

Formulating and solving optimization problems for better decision-making.

Econometrics icon

Statistical analysis of economic and financial data.

Web Scraping icon

Data harvesting using Python automation and Selenium.

Featured Projects

HMM-CPI-Inflation

Modeling Inflation Jumps and Regimes in Ghana

Advanced Time Series Analysis | Macroeconomic Research

Methodology: Hidden Markov Models, Hawkes Processes, Change-point Detection

Examined regime shifts, structural jumps, and shock persistence in Ghana's inflation dynamics using sophisticated econometric techniques.

  • Identified three distinct inflation regimes with precise timing
  • Quantified endogenous vs. exogenous jump drivers (63.8% endogenous)
Nelson-Siegel-Svensson Yield Curve

Ghana's Government Bond Yield Curve Analysis (August 2025)

Yield Curve Modeling | Financial Analysis

Methodology: Nelson–Siegel–Svensson Model Structure

Examined Ghana’s August 2025 bond yield curve using the Nelson–Siegel–Svensson model to interpret market sentiment and borrowing costs across maturities.

  • Short-term yields are steep, indicating inflation expectations and fiscal pressures
  • Medium-term maturities remain relatively attractive with better risk-return profiles
Student t-Copula

Modeling Joint Market Behavior Using Student t-Copula

Methodology: Student t-Copula, Kendall's Tau, Energy Distance Metrics

Assessed copula effectiveness in replicating non-linear joint behavior between equity returns and Treasury yields beyond linear correlation.

  • Achieved identical Kendall's Tau (0.2399) between fitted and original data
  • Simulated data demonstrated closely aligned marginal distributions
Exploratory-Data-Analysis

Equilibrium Analysis: Exchange Rates, CPI and Monetary Policy in Ghana

Cointegration Analysis | Macroeconomic Equilibrium

Methodology: Stationarity Tests, Johansen Cointegration, Vector Error Correction Model

Analyzed non-stationarity and long-run equilibrium relationships between key Ghanaian macroeconomic indicators.

  • Established significant long-run cointegration between inflation and exchange rates
  • Identified active monetary policy response to equilibrium deviations
Residual Plot

Macroeconomic Forecasting with Time-Varying VECM

Predictive Modeling | Conformal Prediction

Methodology: Time-Varying VECM, Conformal Prediction Intervals

Developed six-month ahead forecasts for USD/GHS exchange rate, CPI, and Monetary Policy Rate with robust prediction intervals.

  • Forecasted gradual depreciation of Ghanaian Cedi
  • Predicted persistent inflationary trends with stable policy rates
Nelson-Siegel Yield-Curve

Ghana's Government Bond Yield Curve Analysis (March 2025)

Yield Curve Modeling | Financial Analysis

Methodology: Nelson-Siegel Model Structure

Analysed Ghana’s March 2025 bond yield curve to assess short-term and long-term borrowing cost.

  • Short-term yields are steep, reflecting inflation and liquidity pressures
  • Medium-term bonds offer better value in the current environment

Articles Published

Predictive Modeling of Ghana’s Private Sector Pensions

Predictive Modeling of Ghana’s Private Sector Pensions Asset under Management Contribution Using ARIMA Model

Forecasting_Key_Macroeconomic_Indicators.Abstract

Forecasting Key Macroeconomic Indicators in Ghana Using a Time-Varying VECM with Conformal Prediction Intervals

Modeling Inflation Jumps And Regimes In Ghana.

Modeling Inflation Jumps And Regimes In Ghana: Evidence From Hidden Markov Models, Hawkes Processes, And Jump Dependence Tests

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