Playing with 4 different time series methods on the US stocks’ dataset with 200+ financial indicators:
US stocks’ dataset consisted of 200+ financial indicators released in 10-K filings and the goal was to predict whether a stock is worth buying given a positive price variance during 2014-2018
Made predictions on 2019 and 2020
- Auto Regression
- Moving Average
- Autoregressive Moving Average
- Autoregressive Integrated Moving Average