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Machine Learning Projects for Mathematical Trading and Finance

This repository is a comprehensive collection of machine learning projects developed as part of the Mathematical Trading and Finance MSc programme at Bayes Business School (formerly Cass). It showcases a practical journey through the core stages of machine learning – from data preprocessing and exploratory analysis to the development, evaluation, and optimisation of both supervised and unsupervised learning models. The projects are designed to provide hands-on experience with techniques directly applicable to the challenges encountered in mathematical trading and finance, making this repository a valuable resource for students and practitioners in the field.

Project Overviews

GCW1: Predicting Student Performance

  • Objective: Apply classification algorithms (Decision Trees and Random Forests) to predict secondary school student performance using demographic, social, and school-related features.
  • Approach:
    • Development of predictive models using decision tree-based methods.
    • Analysis of the impact of various features on student performance.
  • Presentation:
    • An interactive Shiny app is provided to explain the model structure, methodologies, and performance metrics in a manner accessible to non-technical audiences.

GCW2: Analysing Film Characteristics

  • Objective: Utilise unsupervised learning methods to explore latent structures in film characteristics across 50 top-rated IMDb movies.
  • Approach:
    • Dimensionality reduction is performed using Principal Component Analysis (PCA) to identify key patterns and features within the dataset.
    • Clustering techniques, including KMeans and Hierarchical clustering, are applied to group films based on their underlying characteristics.

ICW: Coronary Heart Disease Classification

  • Objective: Investigate whether a linear or nonlinear decision boundary best classifies Coronary Heart Disease (CHD) in a high-risk male population from the Western Cape, South Africa.
  • Approach:
    • Analysis involves comparing multiple classification approaches to determine the most effective decision boundary.
    • Emphasis on understanding the interplay between various risk factors and their influence on CHD classification.

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