Capstone Projects

Improving Long-Term U.S. Stock Market Returns with a Non-Markov Model

Program: Data Science Master's
Location: Not Specified (remote)
Student: James M. Dorame

This project was to investigate if a binary classification model would be able to indicate a bear market, versus the Hidden Markov model. In addition, this project proposed using data above and beyond the S&P 500, which was the primary data source for other studies.  These additional data sources included but were not limited to Consumer Price Indices, interest rates, and inflation rates.

The primary objective was to use the binary classification model as a base for a mobile application.  This mobile application would offer a low-cost option to assist the general public in understanding market ingress or egress.