iamd26/Predicting-Market-Regimes-Based-on-Stock-Bond-Return-ratio

Perfomed supervised learning to identify regime changes and turning points in a market by implementing Lunde-Timmermann methodology of regime change. Created multiple binary classification models and evaluated model on performance parameters. Model forecasted return increased as much as two times as market returns.

语言：R · GitHub 星标：4 · Fork：1

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