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The Boy Who Cried Bear - Multi Model Approach For Regime Detection
Predicting the state of the market a day ahead with an HMM and XGBoost combination - 2022 IAQF CFEM team project
XG-Boost
Python
Machine Learning
HMM
Risk Management
Trading
What is the Federal Reserve Really Doing?
An analysis on the actons and effects of the Fed using Machine Learning
Machine Learning
Federal Reserve
Lasso Regression
Python
Cluster Based Portfolio Optimization
A Class in Optimization MOdeling in Finance - in progress
finance
python
portfolio optimization