Adding tree based model and feature engineering

JBaldys / APlusBernstein-Project

Repo containing all material for the factor-timing project with Alliance Bernstein

MIT License

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Adding tree based model and feature engineering #32

Closed Anubha101 closed 2 years ago

Anubha101 commented 2 years ago

The accuracy of the model 50% without using new features created. Now I will try running it with the new dataset. Moreover I have added the feature engineering part as well!

JBaldys commented 2 years ago

Merged!