Experience Level: Entry
Use the algorithm of this notebook and optimize the portfolio as well as the following machine learning algorithms and compare their results: - Logistic Regression - Adaboost - Support vector machine Test different parameters for the algorithms using a one year sample starting three years before the current date, so there is no overlap with your backtests using the last two years. This will help you to calibrate your model. Present the results of back-testing. You should include the main indicators of the “Performance” section of the backtests using the following table. The period used for backtest should be two years from the current date.
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