Predicting Stock-Level Risk Premiums using Statistical Learning Models

Prediction Task

Regression

We predict the monthly risk premium of individual stocks using continuous‐target models.
Implemented models:
- Linear: OLS, Ridge, Lasso, ElasticNet
- Tree-based: LightGBM
- Neural net: MLPRegressor

Name		Name	Last commit message	Last commit date
.gitignore		.gitignore
LICENSE		LICENSE
Project.pdf		Project.pdf
README.md		README.md
sample_EDA .ipynb		sample_EDA .ipynb
small_sample_feature_engineering.ipynb		small_sample_feature_engineering.ipynb