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Evgeniy Malishev's Projects

machine_learning_in_finance icon machine_learning_in_finance

Built a trading algorithm in Python for the Tesla stocks returning in 39% higher returns than a simple buy and hold strategy, over a period of 2016-2018 . Designed random forest algorithm that combines CAPM, FAMA (French three factor model), Multi-Factor Linear Regression, Principal Component Analysis and Time series analysis to forecast stock prices . Generated trading signals using strategies such as Bollinger bands, Double crossover with evaluating risk and Sharpe ratio

sentimentanalysis icon sentimentanalysis

The code learns Support Vector Machines using 'linear' kernel to classify test data. Scikit-learn's LinearSVC provides a fast implementation for linear kernel SVMs. The features extracted from the text included the Tf-idf matrix, a commonly used method to convert text into a vetor space. Scikit-learn;s TfidVectorizer provides a complete and convenient set of functions for this. In addition to this, TruncatedSVD, another class in scikit-learn is used to approximate the feature vectors to a lower dimension (100~500 dimensions). Applying various combinations of the the different parameters (including the slack variable C in SVM, principal component size in SVD truncation and usage of monograms or bigrams in the feature extraction stage) a best estimator was selected based on

tensorflow icon tensorflow

Computation using data flow graphs for scalable machine learning

wordbatch icon wordbatch

Parallel text feature extraction for machine learning

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