This repository contains the python scripts to collect data from Wharton Research Data Services (WRDS). It retrives the board structure variables and performs Multi-Criteria Decision Analysis, Factor Analysis and Cluster Analysis on them. These scripts have also been automated through an Apache Airflow data pipeline, created by Yong Chen.
Project Structure: Each file contains the relevant analyses, where the
- DataCreation file contains the python scripts to fetch and pre-process the dataset.
- MCDA performs the Multi-Criteria Decision Analysis
- Clustering performs both K-Means and Time-Series clustering
- FactorAnalysis performs the Factor Analysis
- Other Functions includes scripts for the Linear regression analyses and clustering using the factors.
Dependencies: Please ensure that you have major dependencies installed, these can be found in the requirements.txt file
Running the python scripts: Simply navigate to the parent directory and run: python DataCreation/create_dataset.py or python3 DataCreation/create_dataset.py
Then you can run the MCDA, Clustering or Factor Analysis scripts using the same format.