Feature Engineering for Multivariate Stock Market Prediction with Python

feature engineering for stock market prediction, multivariate time series modelling

Multivariate forecasting models rely not exclusively on historical time series data but use additional features (multivariate = multiple input variables) such as moving averages or momentum indicators. The underlying assumption is that various variables increase the accuracy of a forecast … Read more

Correlation Matrix in Python: How Correlated are COVID-19 Cases and Different Financial Assets?

confusion matrix python tutorial scikit-learn seaborn

This article shows how you can create a correlation matrix in Python to vizualize the correlation between various asset classes and COVID-19. Correlation is a stastical measure that describes the linear relationship between two independent variables. In financial market analysis, … Read more