RobinaiqbalUsing R to Compare the Applicability of Long Short Term Memory(LSTM) Models for Stock Prices and…A Step-by-Step Guide to LSTM in R: Predicting Stock Prices and ReturnsMar 18, 2023Mar 18, 2023
RobinaiqbalinStartup StashUsing Logistic Regression as a Classification-Based Machine Learning Model in R For Stock Market…Evaluation and Comparison with Other Predictive Models for Stock Market Predictions and Feature Selection via Step-wise Regression and…Mar 1, 2023Mar 1, 2023
RobinaiqbalinDev GeniusCointegration and the Error-Correction Model for Stock Market Data in RModelling Long-Term Relationship in FinanceJan 26, 20231Jan 26, 20231
RobinaiqbalinDev GeniusDownload Multiple Tickers from Yahoo Finance and Perform Exploratory Data Analysis.Analysis of Multiple Stock Symbols Downloaded from Yahoo FinanceDec 31, 2022Dec 31, 2022
RobinaiqbalinDev GeniusVolatility Modeling with R :: Asymmetric GARCH ModelsEstimation of Asymmetric GARCH Models with normal and non-normal Innovations using rugrach() packageDec 6, 2022Dec 6, 2022
RobinaiqbalinDev GeniusVolatility Modeling with R :: ARCH and GARCH ModelsEstimation of ARCH and GARCH Models with normal and no-normal Innovations using rugrach() packageDec 4, 20222Dec 4, 20222
RobinaiqbalHow do I install and load multiple R packages at once?Installing the necessary packages one by one takes time and can be frustrating at times.Dec 3, 2022Dec 3, 2022
RobinaiqbalinDev GeniusUsing R to Examine the Stylized Facts of Financial ReturnsTendencies of Volatility Clustering, Fat Tail and Non-Normal DistributionNov 12, 20222Nov 12, 20222
RobinaiqbalinDev GeniusAuto-ARIMA and Manual ARIMA Models for Stock Prices with RAR, MA, ARMA , ARIMA and Auto-ARIMA ModelsNov 6, 2022Nov 6, 2022
RobinaiqbalMathematical Derivation of Continuously Compounding Interest Rate FormulaPeriodic compounding, annual interest rate, Taylor seriesNov 1, 20221Nov 1, 20221