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Project Log: Assessing Market Risk

Market risk project visual

Project

Assessing Market Risk of S&P 500 Companies Using Support Vector Machines.

Current record

The project explores predictive modeling for market risk in publicly traded companies.

Questions to revisit

  • What variables were most useful?
  • What would make the model more interpretable?
  • How should model performance be explained to a non-technical finance audience?
  • What would a cleaner public demo look like?

TODO

Add methodology, screenshots, model notes, and links to future revisions.