GitHub - lishen/SP500_ML: Forecasting S&P500 log returns with machine learning

lishen / SP500_ML Public

Forecasting S&P500 log returns with machine learning

Notifications

Name		Name	Last commit message	Last commit date
Latest commit History 3 Commits
SP500 pred with ML - Chapter 1.ipynb		SP500 pred with ML - Chapter 1.ipynb
SP500 pred with ML - Chapter 2.ipynb		SP500 pred with ML - Chapter 2.ipynb
hyb_svm_r2_df.csv		hyb_svm_r2_df.csv
hyb_tree_r2_df.csv		hyb_tree_r2_df.csv
lagged_traintest.npz		lagged_traintest.npz
svm_r2_df.csv		svm_r2_df.csv
tree_r2_df.csv		tree_r2_df.csv
ts_logrt.csv		ts_logrt.csv