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

Since the sudden emergence of COVID-19, global financial markets have experienced turbulent times. After the markets initially experienced a sharp slump at the beginning of 2020a rapid (V-shaped) recovery led to new record highs at the end of the year. … Continued

Stock Market Prediction using Univariate Time Series Models based on Recurrent Neural Networks with Python

Predicting the price of financial assets has fascinated researchers and analysts for many decades. While the traditional prediction methods of technical analysis and fundamental analysis are still widely used, interest is increasingly turning to machine-generated predictions based on deep learning. … Continued