Financial Time-Series Labeling for Stock Volatility Prediction
Labeled and structured financial time-series data to train a model predicting stock volatility patterns. Defined volatility classes using statistical thresholds, tagged anomalous events, and curated clean input features for supervised learning. Processed hundreds of daily stock records using Python, applying rule-based and statistical labeling logic. Maintained high data integrity with validation scripts and cross-checking for mislabeled outliers.