Real-Time Market Data Forecasting
Designed an object-oriented Market Predictor class that encapsulates feature engineering, model training, and prediction. The pipeline is optimized for large-scale time series data and supports model evaluation and backtesting.
Highlights:
- Feature engineering utilities for time series (lags, rolling stats, calendar features)
- Support for multiple model types (ARIMA, LSTM, gradient-boosted trees)
- Efficient data handling for >4 million records and streaming-style inference
- End-to-end evaluation, cross-validation, and model versioning
Tech highlights: time series modeling, scalable data pipelines, automated feature stores, and model monitoring.
