This repository contains data exploration, preprocessing methods and model used for used to predict the probability that a given customer is going to express an interest in buying or selling a bond. Details of challenge: https://www.kaggle.com/c/DSG2018-qualifiers
- Combine data across fields: user info, market, trade activity, bonds info
- Summarize market data into weekly trends
- Basic Preprocessing - Onehotencoding, Normalization, Lagging (used previous week activity to predict this weeks action)
- Model - Gradient Boosting Tree
- Python
- Sklearn
- Xgboost
- Jin Wei Tan
This project is licensed under the MIT License