All Questions
Tagged with finance time-series
15 questions
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29
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Splitting training and test set on a time series problem
I have an OHLCV dataset that starts on 01-01-2000 and ends on 31-12-2003 and I want to evaluate a model, say an SVM regressor.
What is the correct routine to evaluate the performance of the model from ...
- 11
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1
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38
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Efficient anomaly detection in unordered market data - is it possible?
I'm a little bit stuck on how to efficiently model anomaly detection for the following problem, probably because of my lack of experience with time series modelling:
I retrieve market data sorted by ...
- 1
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0
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42
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Measuring effectiveness of debt reminders
I am working for a bank that reminds its customers that they owe money back periodically starting from 3 days before their credit deadline, on the day of the deadline, 3 days after the deadline, a ...
1
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0
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72
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Workflow for stock prediction in machine learning
I'm trying to find the best workflow for a stock prediction problem.
My idea goes as follows : I will use a classfication and a regression at the same time
Classification (-1 ; 0 ; 1)
Regression (...
- 234
1
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1
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321
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Persistence and stationarity together
I am trying to analyse a time series. I want to get only quantitative results (so, I'm excluding things like "looking at this plot we can note..." or "as you can see in the chart ...&...
- 179
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138
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"Up or down but not sideways" bimodal time series prediction - what is the best way to model it?
Say I have a time series (e.g. bitcoin price). I want to predict tomorrow's price, specifically tomorrow's % change in price from today. Let's say this is gaussian distributed, with the mean at 0%.
If ...
- 111
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votes
2
answers
222
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Should I concat multiple stock timeseries datasets into one?
I have several timeseries datasets of stock data, with fundamental indicators. I would like to build a model that selects stocks for buy and hold.
I understand that to perform this task I have two ...
- 1
1
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20
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Correcting high AR(1) coefficients in dynamic Gordon model
I have just finished my thesis on a heterogeneous dividend expectations model applied to the COVID-19 crisis! However after receiving some feedback there is one last issue I want to resolve. I'm using ...
2
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0
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35
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Financial Time Series and Machine Learning question
I am working on a Machine Learning project applied to a financial time series.
Initially, I grabbed features (open, high, low, close) and implemented a Random Forest.
One of the subsequent tasks ...
- 21
2
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0
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501
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Will flattening multivariate time series data before clustering make the results meaningless?
I have a large number of financial time series that I wish to do cluster analysis on. Each time series has the same length and spans multiple years of daily data (returns, volatility, etc.). As part ...
- 121
1
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2
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78
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Understandable and explainable machine learning model
I want to find formula for best financial portfolio.
Inputs: Historical fundamental data for last 15 years. For 3000 companies for every quatal we have things like ...
- 121
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1
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35
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May I use the same data in several time series intervals?
I am playing with RNNs / LTSMs for a classification task in predicting financial data.
I have a time-series going many years back, and are planning to divide it into a number of shorter time-...
- 115
2
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2
answers
2k
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Binary Classification Probabilities
I'm using keras in R to predict financial time series. I guess that ANN converges.
But when I do predictions I can see that probabilities don't sum up to 1
I'm using ...
- 85
1
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0
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258
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Any tool that can help on manually label a time series data please?
i am working with a 10 years weekly financial time series data set, which has the standard format date open high low close volume.
i would like to manually label (classify) the data set with label/...
- 141
1
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1
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346
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Best way to store financial data together with news
My question is if there is a DBMS that allows storing financial data (i.e. timestamp+value) together with small text fragments.
These small fragments will not be very long, but it might help an ...
- 241