Joel Ong

icon indicating an email [email protected]

icon location Singapore icon location Research Scientist interested in Structured Prediction, Unsupervised Learning & Generative Model.

Results 3 issues of Joel Ong

Bank defaults prediction using FDIC dataset (80/100)

2 comment

Current submission Logistic Regression Stats Model 20/20 Logistic Regression using Scikit-learn 20/20 Logistic Regression fewer predictors 20/20 Logistic Regression with Tensorflow 0/20 Logistic Regression with Neural Network 20/20 I am...

Fitted Q-Iteration (80/100)

Current submission Reward Function 20/20 Replicating Portfolio 20/20 Coefficient Matrix S 20/20 Coefficients Vector M 20/20 Fitted Q-Iteration Option Price 0/20 I haven't had time to figure out the issue...

Absorption Ratio via PCA (75/100)

Current submission Exponentially Weighted Returns 25/25 Linear Auto Encoder 25/25 Portfolio Weights 25/25 Trading Strategy Performance 0/25 My approach to calculate annuazlied returns, annuazlied volatility and sharpe ratio appears to...