Emilio Sagre, Gustavo Dutra, Niha Siddikha Sachin, Steven Whang
Data Analytics, Langara College
Time & Date: 5 p.m., Wednesday, December 14th, 2022
Location: Room HS301 and via Zoom (see an email and registration information)
Registration is open now: https://events.vtools.ieee.org/m/337514
Creating accurate predictions in the stock market has always been a great challenge in finance. With the rise of machine learning as the next level in the forecasting area, this research compares four machine learning models and their accuracy for forecasting three well-known stocks traded in the NYSE in the short term over the period from March 2020 to May 2022. We deploy, develop, and hypertune XGBoost, Random Forest, Multi-layer Perceptron, and Support Vector Regression models and report the models that produce the highest accuracies from our evaluation metrics: RMSE, MAPE, and MPE.
- Emilio Sagre is a licensed Civil Engineer in the Philippines. He is a student at Langara College finishing his Post-Degree Diploma (PDD) in Data Analytics. His passion for machine learning and its practical applications led him to enter this field.
- Gustavo Dutra has a Bachelor of Engineering and works in the Tech Industry, helping companies improve their data management and operations. Being passionate about business data, he’s also finishing his PDD in Data Analytics at Langara College.
- Niha Siddikha Sachin In the 5 years that Niha spent crunching numbers for the e-commerce and retail industries as a lead and a product analyst in a trillion-dollar and a Fortune 500 company, respectively, she has solved problems for various categories, created reports to track PnL and maintained servers for the banking and finance domain. Having a Bachelor of Engineering degree in IT, she became interested in data interpretation and manipulation, where data alter the perception and when the perception alters output. Niha is currently finishing her PDD in Data Analytics at Langara college.
- Steven Whang has a Bachelor’s Degree in Financial Economics. He is finishing a PDD in Data Analytics at Langara College. He aspires to be working in the data science field in the future.
For further information, please contact: Youry Khmelevsky (email: Youry at IEEE.org) and subscribe for the news at https://listserv.ieee.org/cgi-bin/wa?SUBED1=okanagan&A=1)
Pizza and Refreshments will be provided