Insider Trading Roles Classification Prediction on United States conventional stock or non-derivative transaction
Published in Course Report, 2020
Trained classication models (Support Vector Machine, K-Nearest Neighbors, Neural Network, Decision Tree) on United States conventional stock or non-derivative transactions datasets from over 2000 constituents. Divided role codes of each trader into four levels of hierarchy as the prediction variable. Achieved a 70.2% test accuracy using Bagged Tree.