Financial Time Series Prediction
Prepared financial time series data for training various prediction models, including LSTMs, Transformers, and traditional machine learning algorithms. My responsibilities encompassed a comprehensive data preparation pipeline. This included rigorous data cleaning to address outliers and inconsistencies, feature engineering to create relevant technical indicators (e.g., moving averages, RSI, MACD), handling missing data points using appropriate imputation techniques, and transforming the raw data into labeled datasets suitable for supervised learning. A key focus was ensuring data quality and consistency to enable robust model training and reliable evaluation of predictive performance.