Feature Engineering for Multivariate Time Series Prediction with Python

Multivariate time series forecasting models often do not rely exclusively on historical time series data but use additional features such as moving averages or momentum indicators. The underlying assumption is that multiple variables increase the accuracy of a forecast by … 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