In this project, we delve into the Tree-based machine learning model for Finance. Currently, XGBoost or LightBoost, etc. works well for machine learning projects. However, it is more difficult to built them from scracth because of their optimization for memory or parallel/GPU computing. We then start to build Random Forest and Decision Tree from Scracth. Then discuss how leaf size and prune influence on the performance.
1. Overfitting versue leaf size
Fig.Rui-Ren
Rui-Ren
Manual trading anRui-Renulation
Manual trading and Market simulation
Overview
In this project, we first need figure out the indicators for decision making and stock trading. Before taking this project, I have no idea how to trade stock, just randomly `long` or `short` stocks, without any technical analysis, this project gave me great experience how to analyze the stock and how to make decision based on the stocks performance.
