Forecasting Model of Market Movement using Markov Process
KEYWORDS: SciPy, Matplotlib, Markov Process Code
Utilized Kolmogorov-Smirnov statistics to determine the best fit distribution for daily return.
Generated random variables from t-distribution to simulate fluctuation and volatility of Bitcoin's price.
Run the simulation 100 times and plotted the result.
Isolation of Macroeconomic Effects from Price Movement
KEYWORDS: Statistical Analysis Code
Proposed a simple yet effective way for price analysis, visualized the progression of statistical values over time.
Demonstrated this approach using real world data and conformed with existing observations.
Replication of Residual Network on CIFAR-10 and CIFAR-100 Dataset
KEYWORDS: PyTorch, ResNet, Deep Learning Repository
Architecture (CIFAR-10): 34-layers plain + shortcuts each 2 layers.
Architecture (CIFAR-100): 101-layers plain + shortcuts each 3 layers.
21M parameters for ResNet34; 44M parameters for ResNet101.
Achieved 95.40% accuracy on CIFAR-10 test dataset and 77.80% accuracy on CIFAR-100 test dataset.
Convolutional Neural Network for MNIST Dataset
KEYWORDS: PyTorch, ConvNet, Machine Learning Repository
Architecture: Conv(16 channels, 3x3 kernel) x Conv(32 channels, 3x3 kernel) x Linear(800) x Linear(128). Activation: ReLU.
Accelerated the training process by enabling CUDA on RTX-3060 (12GB) and GTX-1060 (6GB).
Achieved 98.32% accuracy on the test dataset.
Implemented an interactive number recognizing process through MS Paint.
Quantitative Analysis of Cryptocurrency Market
KEYWORDS: R, Regression, DBSCAN General Categorical
Determined distribution of trading volume and market capitalization by applying logarithmic transformation.
Visualized market movement from different dimensionality by treating discrete snapshots as time series.
Used DBSCAN to cluster data points and identify outliers.
Extraction Tool for Stock and Cryptocurrency Market
KEYWORDS: Python, pandas, selenium, requests
CMCScan v1.0 Releases
Use API Key to access the latest listing for all the coins on CoinMarketCap
GeckoScan v1.3 Repository
Daily snapshot for 10000 coins or tokens listed on CoinGecko.
Historical .csv data up to 2013 for ~25000 coins or tokens.
TradeScan v1.22 Repository
Daily snapshot for 5000 US stocks, 2000 Canadian stocks, 5000 Chinese stocks, and 1000 Hong Kong stocks listed on TradingView.
Quarterly and yearly reports for all the stocks mentioned above.