IE598 Machine Learning in Finance, Fall 2018 University of Illinois at Urbana-Champaign

mark Final Group Project

Authors: Joseph Loss, Ruozhong Yang, Fengkai Xu, Biao Feng, and Yuchen Duan

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Model Outline:

1. Exploratory Data Analysis
2. Preprocessing, feature extraction, feature selection
3. Model fitting and evaluation, (you should fit at least 3 different machine learning models)
4. Hyperparameter tuning
5. Ensembling

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IE598 Machine Learning in Finance, Fall 2018 Final Group Project

Authors: Joseph Loss, Ruozhong Yang, Fengkai Xu, Biao Feng, and Yuchen Duan