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Data Science

This is a Data Science project of my interest.

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How_to_backtest_a_trading_strategy

  • In the second part, I will experiment with different types of stock datasets to evaluate the practicality of the trading ideas from the first part.
  • I use Linear regression model to predict the target.
  • Backtesting result show that Highest profit on mai stock list (+95%) in 1 year and 7 months
  • Tool : Python, Power Point
  • Skill : Backtesting, Machine learning, System trading, Presentation

file-20180803-41357-pb9hkr

  • I have been given the opportunity to interview for a position as a Data Scientist. As part of my preparation, I created a project aimed at predicting fraudulent behavior to help banks detect fraud faster
  • The median amount scammed per time is 441423.44.
  • The prediction model accuracy is accurate to 100%. This is unreasonable result in reality
  • Tool : Python, Power Point
  • Skill : Explore data, Machine Learning, Presentation

mobiles

  • The business problem is to develop a pricing classification model that can estimate the price range of the mobile phones produced by Bob's mobile company based on the phone's features such as RAM, internal memory, etc.
  • K-Nearest Neighbors Accuracy score is 0.92. Therefore, I have decided to use this model to classify the mobile price range.
  • Tool : Python
  • Skill : Machine Learning

volatility-overview min_

  • This is a project about try to predict the Korea's representative implied volatility index (VKOSPI)
  • Even though we turn to forecasts based on the rate of change, the R-square value is even lower (0.2041), i.e. we cannot predict VKOPSI this time.
  • Tool : Python
  • Skill : Machine Learning

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