UmdTask453 DATA605 Spring2026 Darts SP500 Forecasting#455
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RushilJoshi07 wants to merge 15 commits intogpsaggese:masterfrom
Open
UmdTask453 DATA605 Spring2026 Darts SP500 Forecasting#455RushilJoshi07 wants to merge 15 commits intogpsaggese:masterfrom
RushilJoshi07 wants to merge 15 commits intogpsaggese:masterfrom
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Hi, please update the PR description to use standard GitHub issue reference syntax. Since this project issue will likely remain active throughout the project, please use:
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Author
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Hi Sahil, updated the PR description |
…calendar features, event flags, TimeSeries objects
…feature version comparison, predictions vs actual visualization
…ost RandomForest across 7 and 10 feature sets, XGBoost 7 features achieves best MAPE 0.70pct
…ng, stacking achieves best MAPE 0.65pct with 7.09pct improvement over best individual model
…egimes, sector returns heatmap shows rotation signals per regime
…egime attribution, weekly pre-computation
…and training time visualization
…ediction accuracy, RandomForest 73pct worse on FOMC days, LightGBM 44pct better
…APE 2.78pct direction 76.6pct, out-of-regime 2024 AI boom validates regime detection system
…, optuna added to requirements.txt, Docker build verified successful
protocorn
approved these changes
Apr 8, 2026
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Summary
This PR adds the Darts SP500 Market Direction Forecasting &
Intelligent Sector Rotation project.
Issue
Related to #453
What is included
Author
@RushilJoshi07
@gpsaggese
@protocorn