Tagged forecasting
Projects and posts related to forecasting.
Can LSTM Networks Beat the Market? A Deep Learning Approach to S&P 500 Prediction
Dec 30, 2024
python data-science machine-learning lstm finance forecasting tensorflow keras pandasA comparative study of neural network models (LSTM, CNN-LSTM) for S&P 500 index prediction. The analysis evaluates multiple architectures against baseline strategies like buy-and-hold and naive forecasting, finding that while specialized models like LSTM with Batch Normalization and Regularization improve technical error metrics (MSE, MAE). However, when tested with a simulated trading, beating market returns remains a significant challenge requiring further architectural and strategy refinement.
Multi-Dataset Time Series Modeling - Stationarity, Seasonality, and Forecasting Performance
Jun 25, 2024
python data-science data-visualization data-analysis financial-modelling time-series pandas statsmodels forecasting monte-carlo-simA comprehensive comparative study of time series forecasting methods across six diverse datasets (Gold, S&P 500, FTSE, USDC/USDT, StackOverflow questions, and cinema tickets). This analysis evaluates 10+ forecasting techniques—from naive baselines to ARIMA/SARIMA models—with quantitative performance metrics (MSE, RMSE, MAE), explores stationarity testing, seasonality decomposition, Monte Carlo simulation, and implements a simulated trading strategy.