CQF Exam Three Machine LearningPython

Java Python CQF Exam Three

Machine Learning

June 2024 Cohort

Instructions: The submitted report must present work and outputs clearly separated by Question. Submit ONLY ONE zip file named LASTNAME.zip that includes pdf file, code, html, data and any other supporting or working files. Python notebook with auxiliary output (data, plots) is not an analytical report: such submission will receive a deduction.

Please do not discuss this assignment in groups or messengers. Raise a support ticket for your queries. Only clarifying questions are allowed.

Introduction: Short-term asset return is a challenging quantity to predict. Efficient markets produce near-Normal daily returns with no significant correlation between rt , rt−1. This exam is a limited exercise in supervised learning. You are expected to explore multiple features or may use a set of features from Table 1 without a