Bond Liquidity Prediction, Goldman Sachs Quantify 2016
Solution of the given task of predicting the buying and selling volume of the corporate bonds by treating it as a time series problem. The details of the solution and the techniques implemented can be found in Documentation.pdf, and bonds.ipynb and bonds_ts.ipynb respectively.
The solution achieved the 19th rank (team: threemusketeers3) from around 130 participants in GS Quantify 2016. The problem statement can be found at https://www.hackerrank.com/contests/gs-quantify-2016/challenges/gs-quantify-2016-challenge-1/problem