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Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling

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IE598 Machine Learning in Finance, Fall 2018 University of Illinois at Urbana-Champaign

mark Final Group Project

Authors: Joseph Loss, Ruozhong Yang, Fengkai Xu, Biao Feng, and Yuchen Duan


Model Outline:

  1. Exploratory Data Analysis
  2. Preprocessing, feature extraction, feature selection
  3. Model fitting and evaluation, (you should fit at least 3 different machine learning models)
  4. Hyperparameter tuning
  5. Ensembling

IE598 Machine Learning in Finance, Fall 2018 Final Group Project

Authors: Joseph Loss, Ruozhong Yang, Fengkai Xu, Biao Feng, and Yuchen Duan

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