/Machine-Learning-on-Predicting-Options-Pricing

Performed regression and classification analysis on historical option trading data to forecast options price and whether to purchase options, with over 99% accuracy for value prediction and 6.08% classification error using tree-based models

Machine-Learning-on-Predicting-Options-Pricing

The project is collaborated with Sih-Yu Huang, Chin-Kai Huang, and En-Ning Chiang

We applied modern statistical learning method on predicting S&P 500 options pricing and compared the performance among 8 regression models and 10 classification models with same data to find the optimal ones