Machine Learning Applications in Augmenting Mispricing Recognition & Mean Reversion Strategy

機器學習在增強錯誤定價識別和構建均值回歸策略的應用

*The details of my approach are described in the 000_Research_Paper

Name		Name	Last commit message	Last commit date
Latest commit History 305 Commits
0000_Packages_Used_And_Setup		0000_Packages_Used_And_Setup
000_Research_Paper		000_Research_Paper
00_Datasets		00_Datasets
01_Self-Defined_Functions		01_Self-Defined_Functions
02_Data_Preprocessing		02_Data_Preprocessing
03_OLSRegressionModel_(Benchmark)		03_OLSRegressionModel_(Benchmark)
0407_Summary_for_ML_Models		0407_Summary_for_ML_Models
04_Random_Forest_Model		04_Random_Forest_Model
05_XGBoost_Regression_Model		05_XGBoost_Regression_Model
06_5_Vanilla_Neural_Net_Models		06_5_Vanilla_Neural_Net_Models
07_RNN_Model(LSTM)		07_RNN_Model(LSTM)
08_Hyperparameter_Tuning		08_Hyperparameter_Tuning
09_Feature_Importance_for_Models		09_Feature_Importance_for_Models
10_Cross-Model_Comparison		10_Cross-Model_Comparison
11_Intertemporal_Comparison		11_Intertemporal_Comparison
12_FF_Regression_&_Correlation		12_FF_Regression_&_Correlation
README.md		README.md

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