predict 3m short rate that shifts out 6 months
Please see report.pdf
The ML model doesn't really work, but it was fun to work on. The math model seems to be working
all *.csv and *.py files under the /math_model folder need to be downloaded and saved in the same directory
change the starting month at line 203 in analyze.py to preferred date
change analyze window at line 218 in analyze.py to preferred range
default values are 36 and 12 respectively, meaning starting at the 36th month, and predict next 6 months of short rate every 12 months
run python analyze.py