Fundamentals of Machine learning course
All four pieces of code can be run sequentially.
- first run csv to txt file, remember to change file name and column number. This code will convert a given column of a CSV file into the format we used in assignment one. We will then recycle the code from assignment one to convert it into BOW and do stemming, etc.
- then run bagofwordsprocessing.py. Remember to change the parameters highlighted in the file, including file locations, word limit, etc. This generates a BOW file.
The code does the grid search of optimal parameters, fits the model, and then predict on the test set.
need to install ARCH package by running pip install arch in the terminal before running this code takes the prediction from finalcode and runs trading simulation based on three different strategies.