cwu392 / Machine-Learning-for-Trading

Apply machine learning models to stock portfolio optimization

Machine-Learning-for-Trading

Apply machine learning models to stock portfolio optimization

This repository is based on course CS 7646: Machine Learning for Trading at Georgia Tech

The instructor is Prof. Tucker Balch

Course website:

http://quantsoftware.gatech.edu/Machine_Learning_for_Trading_Course

Main conponents:

In this course, you will

1. Learn how to access historical stock prices from interent

2. Learn how to use libraries such as Pandas and Numpy to preprocess your raw data

3. Apply machine learning algorithms such as decision tree(DT), random forest(RT), nearest neighbor(NN), logistic regression(LR) on your prediction model

4. Apply advanced machine learning algorithms such as ensemble, reinforcement learning and q-learning to optimize your portfolio