Tagged python
Projects and posts related to python.
Can LSTM Networks Beat the Market? A Deep Learning Approach to S&P 500 Prediction
Dec 30, 2024
python data-science machine-learning lstm finance forecasting tensorflow keras pandasA comparative study of neural network models (LSTM, CNN-LSTM) for S&P 500 index prediction. The analysis evaluates multiple architectures against baseline strategies like buy-and-hold and naive forecasting, finding that while specialized models like LSTM with Batch Normalization and Regularization improve technical error metrics (MSE, MAE). However, when tested with a simulated trading, beating market returns remains a significant challenge requiring further architectural and strategy refinement.
Credit Score Classification with PySpark Machine Learning
Sep 16, 2024
big-data pyspark machine-learning decision-tree-classifier random-forest-classifier multilayer-perceptron pythonThis project involves building a credit score classification model using PySpark's machine learning library. By leveraging distributed computing, we compare the performance of Multilayer Perceptron, Decision Tree Classifier, and Random Forest Classifier to predict creditworthiness based on selected customer and financial features.
Big Data Analysis - Using Hadoop for MapReduce, Cluster Analysis, and Image Classification
Jul 08, 2024
big-data mapreduce apache-mahout machine-learning image-classification pythonThis project explores various capabilities of distributed computing across three distinct analytical domains by processing large datasets to perform descriptive statistics and clustering as well as image classification. The implementation includes Hadoop MapReduce jobs for weather data analysis on a dataset of hourly weather observations and unsupervised learning using Apache Mahout with several distance metrics, on a dataset of french plays. This work also showcases a scalable cat and dog classifier using the CLIP model within a Hadoop Streaming framework.
Multi-Dataset Time Series Modeling - Stationarity, Seasonality, and Forecasting Performance
Jun 25, 2024
python data-science data-visualization data-analysis financial-modelling time-series pandas statsmodels forecasting monte-carlo-simA comprehensive comparative study of time series forecasting methods across six diverse datasets (Gold, S&P 500, FTSE, USDC/USDT, StackOverflow questions, and cinema tickets). This analysis evaluates 10+ forecasting techniques—from naive baselines to ARIMA/SARIMA models—with quantitative performance metrics (MSE, RMSE, MAE), explores stationarity testing, seasonality decomposition, Monte Carlo simulation, and implements a simulated trading strategy.
Predicting Financial Well-Being - A Socioeconomic Analysis using Bayesian Networks
May 15, 2024
bayesian-network data-analysis decision-support-system python pandasDeveloping a Decision Support System to predict financial literacy and behaviour along with well being based on socioeconomic factors using a Bayesian network.
Investment Strategy Comparison - Buy and Hold versus Dollar Cost Averaging
Mar 18, 2024
python data-analysis finance investment-strategiesAn exploration into traditional investment strategies, comparing the performance of 'Buy and Hold' and 'Dollar Cost Averaging' across volatile stock datasets.
Our Malaysian Dataset (Part 2) - Financial Literacy and High Risk Financial Vehicles
Nov 01, 2023
python data-analysis finance pandasPart 2 of the analysis focuses on High Risk Financial Vehicles (HRFV), data collected with the Malaysian dataset were inspired by and referenced from a Ghanaian study. We explore how financial literacy influence perception and participation in activities like sports betting and cryptocurrency.
Our Malaysian Dataset (Part 1) - A Cross-Cultural Analysis with Romanian Dataset for Financial Well-Being, Literacy and Behaviour
Nov 01, 2023
python data-visualization data-analysis pandas numpy seaborn matplotlib financeWe compare the Romanian dataset with our own surveyed dataset and explore the relationship between the sociodemographic and financial behaviour, with financial well being and financial literacy.