How to use advanced data analytics and machine learning (ML) algorithms to build a tool for credit rating migration and bond prediction in 8 weeks?

This Summer, Dual Degree Program in Technology & Management (T&M-DDP) students enrolled in TEMG 4940C “T&M Prototyping and Research Project: AI for Bond Prediction”, were divided into 4 teams to develop prototypes of a bond portfolio management dashboard under the guidance of Prof. Betty LIN, Associate Director of T&M-DDP, and two industry veterans including Mr. Angus CHAN.

After 8-week intensive workshops and class meetings, the students presented their concepts and strategies for data processing, and transformation for ML algorithm training, alongside the demonstration of their prototype on Aug 19, 2023 to compete for the Best Solution and Presentation Challenge.

Our distinguished judging panel, comprising experts with extensive experience in credit analysis and bond pricing, was captivated by the students’ approaches and comprehensive dashboards of predicting probable credit rating migrations and credit spread volatilities. Team 1 “OmegaPoint” was selected as the winning team while Team 4 “Covalence” was the 1st runner-up eventually.

Congratulations to the winning and 1st runner-up teams, the Most Valuable Player of each team, and a huge well done to every student in this course for the amazing deliverables developed in a short timeframe!