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AI & ML

Sep 2024 - Dec 2024 • Intro to Machine Learning Final Project

Ảnh dự án Stock Forecasting & Benchmark

Overview

Comprehensive Machine Learning coursework addressing 3 distinct foundational challenges: (1) Empirical convergence comparison of gradient optimization methods on Boston Housing; (2) Stock Open Price time-series forecasting using a 60-day sliding window; (3) Handwritten digit classification on MNIST using CNNs.

System Architecture

Diverse architectural implementations: FFNN (Dense 50-50-1) & stacked LSTM networks for time-series; 2-stage Conv2D CNN with Dropout for MNIST; Decision Tree Regressor and Linear models as baselines.

Data & Database

HousingData.csv (506 rows x 14 cols) for optimization analysis; data_src_2.csv (6,816 rows x 10 cols containing OHLCV, Tickers, Industry, GDP) for stock forecasting; benchmark MNIST dataset.

Key Challenges & Technical Solutions

  1. 01

    1. Comparative Benchmark of 7 Gradient Optimizers:

    Implemented and evaluated Batch GD, SGD, Mini-batch GD, Momentum, Adagrad, RMSProp, and Adam on Boston Housing, plotting epoch loss trajectories to illustrate convergence speed.

  2. 02

    2. 60-Step Sliding Window Feature Engineering:

    Filtered data by ticker, preserved chronological sorting, applied MinMaxScaler to Open prices, and constructed 60-step lookback sliding windows for next-day open price prediction.

  3. 03

    3. Overfitting Curtailment in Time-Series Neural Models:

    Benchmarked LSTM vs FFNN vs Decision Tree using MSE and R² metrics; leveraged Dropout, L2 Regularization, and EarlyStopping in Keras to curtail overfitting.