math5470-final-project

This repository contains the codes for the final project of Math 5470.

install packages

conda install anaconda::scikit-learn
conda install pandas
conda install xgboost
conda install pytorch::pytorch torchvision torchaudio -c pytorch

download data

characteristic data: link

macroeconomic predictors data: link

clean data

clean_data.ipynb

methods

OLS, OLS3, PLS, PCR, random forest, elastic_net, neural network,XGBoost

work

python file.name (for neural_network, with --layers layers_num)