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Essays On Futures Market And Machine Learning, Jonathan J. Lopez Camara
Essays On Futures Market And Machine Learning, Jonathan J. Lopez Camara
Dissertations, Theses, and Capstone Projects
Chapter 1 - Big Data And Machine Learning To Predict Overnight Interest Rates. This paper is a brief introduction to the two main pieces I have elaborated as part of the dissertation. Here, I explain the reasons why I have done my research about predicting the overnight interest rates for Mexico and the United States using big data and machine learning models. I explain the connection between the two research papers, I define some basic concepts such as future contracts and the overnight funding rate for Mexico. There is a summary about the data I use, and the machine learning …