Predictive Analytics – Sparking Water
If you haven’t looked at H2O yet, its probably working spending a bit of time with the software. Apart from the cool stuff you can do with R, there is Spark, and Sparking Water – cool project name. Anyone using Sparking Water with trade data?
CitiBike New York demo and code is available here.
- Dynamic Time Warping – does what the client read (e.g. trade ideas, research) impact the trading behaviour? recurring client patterns
- (Hidden) Markov Models – predicting what trade a client might do next
- Collaborative Filtering with ALS – Similar to Netflix, recommend trades, research, trading ideas.
- Logitistic Regression – find the relationship between a binary response variable e.g. if the client hit a price.