Financial Machine Learning Projects
The project encompasses various machine learning tasks, including:
- Treasury Squeeze Prediction: Using SGDClassifier and KNeighborsClassifier, achieving moderate accuracy.
- Corporate Bond Rating Analysis: Employing exploratory data analysis techniques.
- Home Price Prediction: Comparing OLS, Ridge, and Lasso regression models.
- Bond Price Prediction: Utilizing PCA, SGDRegressor, and SVMRegressors.
- Credit Card Default Prediction: Implementing Decision Tree and RandomForest classifiers with high accuracy.
- Corporate Bond Credit Rating Classification: Using advanced classifiers and achieving high accuracy with RandomForest.
- Economic Cycle Prediction: Using RandomForest and AdaBoost regressors, achieving high R² scores across various timeframes.
