Khmelevsky, Youry
Translating Natural Language Queries to SQL Using the T5 Model
Wong, Albert, Pham, Lien, Lee, Young, Chan, Shek, Sadaya, Razel, Khmelevsky, Youry, Clement, Mathias, Cheng, Florence Wing Yau, Mahony, Joe, Ferri, Michael
This paper presents the development process of a natural language to SQL model using the T5 model as the basis. The models, developed in August 2022 for an online transaction processing system and a data warehouse, have a 73\% and 84\% exact match accuracy respectively. These models, in conjunction with other work completed in the research project, were implemented for several companies and used successfully on a daily basis. The approach used in the model development could be implemented in a similar fashion for other database environments and with a more powerful pre-trained language model.
Short-Term Stock Price Forecasting using exogenous variables and Machine Learning Algorithms
Wong, Albert, Whang, Steven, Sagre, Emilio, Sachin, Niha, Dutra, Gustavo, Lim, Yew-Wei, Hains, Gaetan, Khmelevsky, Youry, Zhang, Frank
Creating accurate predictions in the stock market has always been a significant challenge in finance. With the rise of machine learning as the next level in the forecasting area, this research paper compares four machine learning models and their accuracy in forecasting three well-known stocks traded in the NYSE in the short term from March 2020 to May 2022. We deploy, develop, and tune XGBoost, Random Forest, Multi-layer Perceptron, and Support Vector Regression models. We report the models that produce the highest accuracies from our evaluation metrics: RMSE, MAPE, MTT, and MPE. Using a training data set of 240 trading days, we find that XGBoost gives the highest accuracy despite running longer (up to 10 seconds). Results from this study may improve by further tuning the individual parameters or introducing more exogenous variables.