ML4T Trading Bot
Domains
AI
Backend
FinTech
Research
AcademicAugust 1, 2024 - December 1, 2024
Tech Stack
Python
TensorFlow
Git
Project Summary
Abstract
Algorithmic trading is a useful test bed for machine-learning systems because it forces decisions under uncertainty, feedback loops, and imperfect signals.
This OMSCS project explored trading strategies built with reinforcement-learning and decision-tree ideas, with emphasis on evaluation, comparison, and failure-case reasoning rather than raw returns alone.
What I Built
- The project compared multiple trading-strategy paths instead of relying on a single heuristic.
- Its strongest signal is disciplined evaluation and reasoning under uncertainty rather than headline model output.
Impact
- Shows applied machine-learning thinking in a finance context with clear ties to experimentation and strategy design.
- Works as a concise OMSCS case study for decision-oriented AI work.
Page Info
Strategy Design
Combined trading-system thinking with decision-tree and reinforcement-learning ideas for market strategy evaluation.
Course Context
A good example of using OMSCS coursework to show experimentation, evaluation, and engineering clarity.