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Solution of the given task of predicting the buying and selling volume of the corporate bonds.
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Documentation.pdf Initial commit Sep 27, 2017
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ML_Bond_metadata_corrected_dates.csv Initial commit Sep 27, 2017
README.md Update README.md Sep 27, 2017
bonds.ipynb Initial commit Sep 27, 2017
bonds_ts.ipynb Initial commit Sep 27, 2017
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README.md

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

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