Tag: stock price prediction

  • Gold ETF Price Prediction using the Bayesian Ridge Linear Regression

    Gold ETF Price Prediction using the Bayesian Ridge Linear Regression

    Featured Photo by Pixabay. Let’s set the working directory GOLD import osos.chdir(‘GOLD’) os. getcwd() and import the following libraries from sklearn.linear_model import LinearRegression import pandas as pdimport numpy as np import matplotlib.pyplot as plt%matplotlib inlineplt.style.use(‘seaborn-darkgrid’) import yfinance as yf Let’s read the dataDf = yf.download(‘GLD’, ‘2022-01-01’, ‘2023-03-25’, auto_adjust=True) Df = Df[[‘Close’]] Df = Df.dropna() Let’s…

  • Deep Reinforcement Learning (DRL) on $MO 8.07% DIV USA Stock Data 2022-23

    Deep Reinforcement Learning (DRL) on $MO 8.07% DIV USA Stock Data 2022-23

    MLQ.ai: In fact, many AI experts agree that DRL is likely to be the best path towards AGI, or artificial general intelligence. Spinning Up in DRL at OpenAI: “We believe that deep learning generally—and DRL specifically—will play central roles in the development of powerful AI technology.” Key assumptions and limitations of the DRL framework: Key…

  • Predicting the JPM Stock Price and Breakouts with Auto ARIMA, FFT, LSTM and Technical Trading Indicators

    Predicting the JPM Stock Price and Breakouts with Auto ARIMA, FFT, LSTM and Technical Trading Indicators

    Featured Photo by Pixabay In this post, we will look at the JPM stock price and relevant breakout strategies for 2022-23. Referring to the previous case study, our goal is to combine the Auto ARIMA, FFT, LSTM models and Technical Trading Indicators (TTIs) into a single framework to optimize advantages of each. Specifically, we will…

  • Applying a Risk-Aware Portfolio Rebalancing Strategy to ETF, Energy, Pharma, and Aerospace/Defense Stocks in 2023

    Applying a Risk-Aware Portfolio Rebalancing Strategy to ETF, Energy, Pharma, and Aerospace/Defense Stocks in 2023

    In this post, we will apply the Guillen’s asset rebalancing algorithm (cf. the Python code) to the following risk-aware portfolio: stocks = [‘SPY‘, ‘XOM‘, ‘ABBV‘, ‘AZN‘, ‘LMT‘] The initial portfolio value to be allocated is portfolio_value = 10**6 and the weight allocation per asset is weights = [0.15 , 0.30, 0.40, 0.075, 0.075] Conventionally, our…

  • Risk-Return Analysis and LSTM Price Predictions of 4 Major Tech Stocks in 2023

    Risk-Return Analysis and LSTM Price Predictions of 4 Major Tech Stocks in 2023

    The open-source Python workflow breaks down our investigation into the following 4 steps: (1) invoke yfinance to import real-time stock information into a Pandas dataframe; (2) visualize different dataframe columns with Seaborn and Matplotlib; (3) compare stock risk/return using historical data; (4) predict stock prices in 2023 with the trained LSTM model. Input Data Let’s…

  • SARIMAX X-Validation of EIA Crude Oil Prices Forecast in 2023 – 2. Brent

    SARIMAX X-Validation of EIA Crude Oil Prices Forecast in 2023 – 2. Brent

    Based on our previous study, our today’s focus is on SARIMAX time-series X-validation of the Brent crude oil spot price USD/b: viz. the goal is to verify the following EIA energy forecast in 2023 According to EIA, the Brent spot price will average $83.63/b in 2023. Table of Contents Prerequisites In this study we will be…

  • A Comparative Analysis of The 3 Best Global Growth Stocks in Q1’23 – 2. AZN

    A Comparative Analysis of The 3 Best Global Growth Stocks in Q1’23 – 2. AZN

    StockNews TradingView The 1-week summary of AZN based on the most popular technical indicators, such as Moving Averages, Oscillators and Pivots: TradingView Analyst Rating based upon 42 analysts giving stock ratings to AZN in the past 3 months. The 37 analysts offering 1 year price forecast for AZN. AlgoTrading Let’s set the working directory YOURPATH…

  • A Comparative Analysis of The 3 Best U.S. Growth Stocks in Q1’23 – 1. WMT

    A Comparative Analysis of The 3 Best U.S. Growth Stocks in Q1’23 – 1. WMT

    Featured Photo by Karolina Grabowska on Pexels Let’s begin with WMT that operates a chain of hypermarkets (also called supercenters), discount department stores, and grocery stores in the United States, headquartered in Bentonville, Arkansas. Table of Contents StockNews Rating TradingView Screening The 1-week summary of Walmart Inc is based on the most popular technical indicators, such as Moving Averages, Oscillators and…

  • SARIMAX X-Validation of EIA Crude Oil Prices Forecast in 2023 – 1. WTI

    SARIMAX X-Validation of EIA Crude Oil Prices Forecast in 2023 – 1. WTI

    Featured Photo by Pixabay Table of Contents: Let’s perform SARIMAX X-validation of EIA WTI and Brent oil prices forecast in the 2nd half of 2023. Recall that SARIMAX (Seasonal Autoregressive Integrated Moving Average with eXogenous factors) is an updated version of the ARIMA model for time series forecasting. SARIMAX is a seasonal equivalent to SARIMA…

  • Short-term Stock Market Price Prediction using Deep Learning Models

      This blog is about short-term stock market price trend prediction using a comprehensive deep learning LSTM model. Results show that the model achieves overall high accuracy for stock market trend prediction. The following end-to-end sequence provides the detailed Python/Jupyter workflow from data processing to prediction, including the data exploration: 1. Data Preparation Phase #import libraries import…