Yashveer Singh Sohi – Medium

Yashveer Singh Sohi

Yashveer Singh Sohi
in
Towards AI

Statistical Forecasting for Time Series Data Part 6: Forecasting Non-Stationary Time Series using…

Using ARIMA model to forecast values for a non-stationary time series: S&P 500 Prices

Dec 25, 2020

Statistical Forecasting for Time Series Data Part 6: Forecasting Non-Stationary Time Series using…

Dec 25, 2020

Yashveer Singh Sohi
in
Towards AI

Statistical Forecasting for Time Series Data Part 5: ARMA+GARCH model for Time Series Forecasting

Using ARMA model for predicting future S&P 500 Returns, and using GARCH model to predict the confidence in the ARMA model predictions.

Dec 24, 2020

Statistical Forecasting for Time Series Data Part 5: ARMA+GARCH model for Time Series Forecasting

Dec 24, 2020

Yashveer Singh Sohi
in
Towards AI

Statistical Forecasting of Time Series Data Part 4: Forecasting Volatility using GARCH

Using GARCH model to forecast the volatility in S&P 500 Returns.

Dec 23, 2020

Statistical Forecasting of Time Series Data Part 4: Forecasting Volatility using GARCH

Dec 23, 2020

Yashveer Singh Sohi
in
Towards AI

Statistical Modeling of Time Series Data Part 3: Forecasting Stationary Time Series using SARIMA

Using SARIMA class of models to forecast a stationary time series: S&P 500 Returns.

Dec 22, 2020

Statistical Modeling of Time Series Data Part 3: Forecasting Stationary Time Series using SARIMA

Dec 22, 2020

Yashveer Singh Sohi
in
Towards AI

Statistical Modeling of Time Series Data Part 2: Exploratory Data Analysis

Exploring characteristics like Trend, Seasonality and Stationarity of S&P 500 Prices, Returns and Volatility.

Dec 21, 2020

Statistical Modeling of Time Series Data Part 2: Exploratory Data Analysis

Dec 21, 2020

Yashveer Singh Sohi
in
Towards AI

Statistical Modeling of Time Series Data Part 1 : Data Preparation and Preprocessing

The S&P 500 series is scrapped from yfinance, cleaned, and used to derive other indicators — S&P 500 Returns and Volatility.

Dec 21, 2020

Statistical Modeling of Time Series Data Part 1 : Data Preparation and Preprocessing

Dec 21, 2020

Yashveer Singh Sohi

Yashveer Singh Sohi

Computer Science undergrad student from Mumbai University, and, a Data Science and Machine Learning enthusiast.

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