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This is an Analysis on Goldman Sachs Group Inc Stock Market Time Series featuring Prices starting from 2016 to present date, Written in R Language
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gs-stock-market-time-series-analysis's Introduction
GS-Stock-Market-Time-Series-Analysis
- This is an Analysis on Goldman Sachs Group Inc Stock Market Time Series featuring Prices starting from 2016 to present date
- This Project was created using R Language and run using Google Colab Environment
- Various Libraries such as Quantmod, Forecast and Anomaly Detection has been used
Stock Market Analysis_Exploratory Data Analysis
- GRAPH FOR High, low, Close, Adjusted, Volume OF EACH DAY OVER 2016 - TODAYS DATE
- CHARTS FOR OVERALL STOCK ANALYSIS FOR EACH YEAR (2016-2020) featuring
- Bollinger Band
- Momentum
- Price Rate of Change (ROC)
Stock Market Analysis Time Series Analysis and Forecasting
- Stock Return Behaviour using logarithm properties to calculate the log-return of the stock
- Forecasting Using
- ARIMA Model
- K Nearest Neighbours
- Feed Foward Neural network
Stock Prices Anomaly Detection
- Used Business Science : Tidy anomaly detection
- Techniques Used
- Normal Anomaly Detection
- Decomposed Anomaly Detection with Trend and Seasonality Adjusted
- Detection with 5% and 15% Anomalies Allowed
- STL Decomposition Method vs Twitter Decomposition Method