Hugh DonnellyinDataDrivenInvestorMachine Learning used for Asset Allocation: Multi-task LassoTo outperform benchmarks, we use machine learning to make future returns predictions for equity and fixed income ETFs.·17 min read·Oct 7, 2021--2--2
Hugh DonnellyinAnalytics VidhyaMachine Learning used to build a Diversified Portfolio: K-Means ClusteringWe use K-Means Clustering to build a diversified portfolio of stocks in the S&P 500 that have similar characteristics.·12 min read·Sep 30, 2021----
Hugh DonnellyinAnalytics VidhyaMachine Learning to Predict Earnings for Stocks: Neural NetworksWe use Neural Networks to predict the direction of the next quarter’s earnings for stocks based on the current quarter’s fundamental data.·17 min read·Sep 23, 2021----
Hugh DonnellyinAnalytics VidhyaMachine Learning to Predict Earnings for Stocks: Support-vector MachinesIn this article, we use support-vector machines (SVM) to predict earnings for stocks.·13 min read·Sep 16, 2021----
Hugh DonnellyinAnalytics VidhyaMachine Learning to Predict Bond Classification: Decision Trees and Random ForestsDecision Trees are a form of supervised Machine Learning that seek to build a simple set of decision rules to make predictions.·17 min read·Sep 9, 2021----
Hugh DonnellyinAnalytics VidhyaMachine Learning to Predict Credit Ratings using k-NNWe apply k-nearest neighbors (k-NN) to financial data of high yield and investment grade bonds so that we can predict the credit rating.·30 min read·Aug 24, 2021----
Hugh DonnellyinAnalytics VidhyaMachine Learning for Stock Trading: Natural Language ProcessingUsing Machine Learning tools in the pair trading investment process, we show how to create sensible pairs without using any price data.·18 min read·Jul 20, 2021----
Hugh DonnellyinAnalytics VidhyaMachine Learning for ESG Stock Trading: PCA and ClusteringWe show how popular algorithms from Machine Learning can help us navigate a very high-dimensional search space to find tradable pairs.·16 min read·Jun 30, 2021--1--1
Hugh DonnellyinAnalytics VidhyaMachine Learning for Stock Trading: Unsupervised Learning TechniquesEmploys several unsupervised learning techniques in scikit-learn to extract the stock market structure.·12 min read·Jun 9, 2021----
Hugh DonnellyinGeek CultureIntroduction to Machine Learning: RegressionIntroduction·19 min read·May 22, 2021--1--1