https://github.com/asaficontact/learning_to_beat_the_random_walk
In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM), Artificial Neural Networks (ANN), and Sentiment Analysis in an effort to predict the directional changes in exchange rates for a list of developed and developing countries.
https://github.com/asaficontact/learning_to_beat_the_random_walk
asset-pricing carry-trade cosine-similarity exchange-rates exchange-rates-forecasting financial-econometrics financial-economics forex forex-prediction latex neural-networks news-articles object-oriented-programming principal-component-analysis sentiment-analysis shinyapps support-vector-machines textblob-sentiment-analysis tf-idf vader-sentiment-analysis
Last synced: 8 days ago
JSON representation
In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM), Artificial Neural Networks (ANN), and Sentiment Analysis in an effort to predict the directional changes in exchange rates for a list of developed and developing countries.
- Host: GitHub
- URL: https://github.com/asaficontact/learning_to_beat_the_random_walk
- Owner: asaficontact
- Created: 2019-10-09T21:31:21.000Z (over 5 years ago)
- Default Branch: master
- Last Pushed: 2022-12-05T17:40:26.000Z (over 2 years ago)
- Last Synced: 2025-03-17T13:35:19.121Z (3 months ago)
- Topics: asset-pricing, carry-trade, cosine-similarity, exchange-rates, exchange-rates-forecasting, financial-econometrics, financial-economics, forex, forex-prediction, latex, neural-networks, news-articles, object-oriented-programming, principal-component-analysis, sentiment-analysis, shinyapps, support-vector-machines, textblob-sentiment-analysis, tf-idf, vader-sentiment-analysis
- Language: TeX
- Homepage:
- Size: 147 MB
- Stars: 10
- Watchers: 2
- Forks: 10
- Open Issues: 0
-
Metadata Files:
- Readme: README.md