Algothon2019

Team Repository for Algothon 2019

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Algothon 2019 TEAM 19

Members: Nishant Desai, Wendi Fan, Tudor Trita, Hsin Yee

Built With

batchfile
html
jupyter-notebook
python

Submitted to

Algothon 2019 @ BlackRock

Created by

I worked on creating a program to generate a list of tickers that exist one layer down in the supply chain from a ticker input using several of the China Supply Chain Datasets. This list of tickers was then passed through the China Stock Prices dataset to get their corresponding time series. I also created a basic forecasting system that predicts future parent stock close values based on the optimal lag data and correlation values.

WendiFan Fan
I worked on time-series analysis, data cleaning and gathering, and worked on building the models.

Tudor Trita
I contributed to the switching Markov model to add greater flexibility to our project. Using a non homogeneous Markov Chain - we would deploy multiple models on the data - to better understand the links between the covariates and the data

Nishant Desai
I attempted to implement a Multivariate LSTM Forecast Model in Keras to predict a stock price based on correlated stock prices. This is only a proof of concept and the code is heavily referenced, as I am new to Machine Learning.

HsinYee Chee

Updates

WendiFan Fan started this project — Oct 20, 2019 06:35 AM EDT

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