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1. Deep-Ensemble-learning-on-stock-price Deep-Ensemble-learning-on-stock-price Public

   A blending ensemble model for return predictions by stacking a support vector regressor onto time embedding layer & Transformer encoder layers (Keras); tested the model on NVDA

   Jupyter Notebook 2

2. Pair-trading Pair-trading Public

   This is a repository for Apollo11, a statistical arbitrage project hosted by QuantSC at the University of Southern California. Project team: Jack DePascale, Danny Bohen, Yidan Sun, Paul Kim, Matthe…

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3. Yelp-Review Yelp-Review Public

   Tips generation for Yelp Reviews and review importance evaluation using TF-IDF, word2vec, and other NLP methods.

   Jupyter Notebook 1

4. Prediction-of-the-Area-of-Forest-Fires Prediction-of-the-Area-of-Forest-Fires Public

   a predictive analytics approach (regression&tree based model) to predict the burned area of forest fires, in the northeast region of Portugal, by using the components from The Canadian Forest Fire …

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5. Predictive-Analytics-on-Online-E-Sports-Ranking- Predictive-Analytics-on-Online-E-Sports-Ranking- Public

   Ranked LOL teams by adopting Massey’s Method, Bradley-Terry Model and ELO Algorithm using R; integrated these models utilizing Entropy Weight method; increased ranking prediction accuracy by 30%.

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6. Single-factor-effectiveness-test- Single-factor-effectiveness-test- Public

   #multivariable linear regression models to test factor effectiveness using return significance analysis, information coefficient analysis and hierarchical portfolio back-test analysis (Scikit-learn).

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