Credit

Following code was created in a group project for MIE377 at the university of toronto. The code consists both Projects 1 and Projects 2.

Editing the config.json doc will configure how the model operates. All parameters, what they are and how they perform can be found in the write up doc. Code is under-commented as it was mainly used to develop and validate models against training data.

Read the write up of our findings and model development in MIE377___Project_2.pdf

When Running the Code

• The config.json file contains most of the configurable parameters and optimization/factor techniques. This is to make sure we don't run in to errors with compatibility between our computers. When you are creating a new algorithm, please put all parameters in that file and read it like I have in Project2_Function.m
• You may get errors when you run this, because I put files in folders. Run these lines before compiling:
  • addpath('MonteCarlo')
  • addpath('OptimizationTechniques')
  • addpath('Data')
  • addpath('Util')
  • addpath('FactorModels')