ABOUT PMRC
A probability-first stock regime research application.
PMRC is designed to study whether statistical distribution features, technical market features and broader-market context can help classify future stock-return regimes.
Purpose
The application is intended for education, model experimentation and research. It translates a machine-learning probability vector into a readable market report.
Model
LightGBM classifiers produce separate 1-day and 5-day five-class probability distributions using historical stock features and SPY/QQQ/VIX context.
What it is not
PMRC does not know the future, does not guarantee returns and should not be treated as investment advice or an automated trading instruction.
Crispen Chachengwa
Machine Learning & FinTech Developer
MSc in FinTech · University of Central Florida
crischachengwa@gmail.com
Dr. Mesut Ozdag
Ph.D.: Computer Science, University of Central Florida
Assist. Prof.: Karabuk University
For Overleaf: mst.ozdag@gmail.com
PMRC is an experimental educational tool, not investment advice, a recommendation, solicitation, or guarantee of future performance. Predictions can be wrong.