Measuring Prediction Errors in Time Series Forecasting (Python Cheat Sheet)

Measuring prediction errors in time series forecasting Measuring prediction errors is an important step in the process of developing a predictive machine learning model. In time series forecasting, model performance is typically measured with different error metrics, each of which … Continued

Correlation Matrix in Python: How correlated are COVID-19 and the Value of Financial Assets?

Market volatility Since the sudden appearance of COVID-19, the financial markets have gone through turbulent times. While the number of documented infections has continued to rise, stock markets worldwide have fallen sharply. On the other hand, there are also beneficiaries … Continued

Stock Market Prediction – Adjusting Time Series Prediction Intervals

Time series prediction Time series prediction is a hot topic of machine learning. In a previous post on stock market forecasting, I have shown how you can build a prediction model for the S&P500 Stock Market Index. The prediction interval … Continued

Building a Simple Univariate Model for Stock Market Prediction using Keras Recurrent Neural Networks and Python

Stock market prediction: a time series forecasting problem Forecasting the price of financial assets has fascinated researchers and analysts for many decades. While traditional prediction methods of technical analysis and fundamental analysis are still widely used, interest is now increasingly … Continued