AI Stock Portfolio Selector — Random Forest on IBOVESPA 📈🤖 ML model that reads company fundamen...AI Stock Portfolio Selector — Random Forest on IBOVESPA 📈🤖 ML model that reads company fundamen...
The network for creativity
Join 1.25M professional creatives like you
Connect with clients, get discovered, and run your business 100% commission-free
Creatives on Contra have earned over $150M and we are just getting started
AI Stock Portfolio Selector — Random Forest on IBOVESPA 📈🤖
ML model that reads company fundamentals and classifies stocks as Buy / Hold / Sell — building a data-driven portfolio from Brazil's IBOVESPA index (77 companies, price data Dec 2012–Apr 2021).
8 classifiers benchmarked; Random Forest won on precision and was tuned with GridSearchCV. Result: the model's portfolio returned +4.6% in a quarter while the IBOVESPA fell ~3%.
Capstone project of the Data Science program at Digital House Brasil. Stack: Python, scikit-learn, pandas.
#machinelearning #datascience #python #fintech #randomforest
Post image
Julian's avatar
The key validation question for this kind of panel dataset is whether the benchmark used a time-aware split with fundamentals lagged to their actual publication dates. A random split can leak future information. Adding walk-forward results, a simple baseline, turnover and...
Back to feed
The network for creativity
Join 1.25M professional creatives like you
Connect with clients, get discovered, and run your business 100% commission-free
Creatives on Contra have earned over $150M and we are just getting started