Six Common Error Metrics for Measuring Regression Errors in Machine Learning

This article presents six error metrics that are commonly used to measure regression errors in machine learning. Measuring errors is an important step in developing a predictive model and the basis for evaluating a model’s performance. However, a universal error … Continued

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 – Adjusting Time Series Prediction Intervals in Python

In a previous article on stock market forecasting, we have created a forecast for the S&P500 stock market index using a neural network and Python. The prediction interval used in this previous article was a single day. However, many time-series … 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