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lisa313's Projects

firm-characteristics-and-chinese-stock-market icon firm-characteristics-and-chinese-stock-market

It is a project that conducts a study on predicting the cross section of Chinese stock market returns with a large panel of 75 individual firm characteristics and also uses โ€œbig-dataโ€ econometric methods.

xgboost_stock_prediction icon xgboost_stock_prediction

XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project attempts to predict stock price direction by using the stock's daily data and indicators derived from its daily data as predictors. As such this is a classification problem.

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