This course will provide you with a deep understanding of how to analyze financial data using ARIMA and time series forecasting. You will learn the foundational techniques required to model and predict financial time series, equipping you with the skills to apply these methods to real-world data. Upon completion, you’ll be able to use ARIMA models to forecast trends, assess financial risks, and optimize investment strategies.
Financial Analysis with ARIMA and Time Series Forecasting
Instructor: Packt - Course Instructors
Included with
Recommended experience
What you'll learn
Understand time series data and how to apply transformations to prepare it for forecasting.
Gain hands-on experience with ARIMA models and their application to financial data.
Learn how to evaluate forecasting models using AIC, BIC, and out-of-sample tests.
Master advanced techniques such as Auto ARIMA and SARIMAX for more accurate predictions.
Skills you'll gain
- Statistical Analysis
- Financial Modeling
- Predictive Analytics
- Financial Planning
- Analytics
- Financial Analysis
- Python Programming
- Probability & Statistics
- Data Science
- CI/CD
- Data Analysis
- Time Series Analysis and Forecasting
- Financial Management
- Statistical Modeling
- Computer Programming
- Financial Forecasting
- Computer Science
- Statistics
- Statistical Methods
- Advanced Analytics
Details to know
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January 2025
8 assignments
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There are 8 modules in this course
In this module, we will introduce the course structure and objectives, providing an overview of the key content and what you can expect. We will also highlight a special offer available to learners, outlining how it enhances the learning experience. This section ensures you are equipped with all the necessary details before diving into the course material.
What's included
2 videos1 reading
In this module, we will guide you through the optional warm-up exercise to get familiar with the course environment. You will also learn where to access and download the code needed for the course, ensuring you have everything in place to start coding. This section is essential for setting up your workspace for a smooth learning experience.
What's included
2 videos1 assignment
In this module, we will introduce the foundational concepts of time series analysis, explaining what it is and how it’s used. We will also explore the distinction between modeling and predicting, and cover essential transformations to improve your data. Finally, you will gain insights into enhancing your analysis with feedback and suggestions.
What's included
4 videos1 assignment
In this module, we will cover the core principles of financial time series, providing you with a solid foundation. You’ll learn about random walks and the Random Walk Hypothesis, which play a critical role in financial modeling. Additionally, we will explore the concept of naive forecasting and why establishing baselines is essential for accurate predictions in finance.
What's included
3 videos1 assignment
In this module, we will dive deep into the ARIMA model, exploring its components like AR(p) and MA(q), and understanding how to apply it for time series forecasting. You will also learn to identify stationarity, compute ACF and PACF, and use Auto ARIMA for model selection. We will provide hands-on coding examples for various data types, allowing you to practice forecasting with ARIMA in real-world scenarios.
What's included
20 videos1 assignment
In this module, we will guide you through the process of setting up your development environment. You'll first perform a pre-installation check to ensure everything is in place, then set up Anaconda to manage your dependencies. Finally, we will show you how to install key libraries needed for the course, including Numpy, Scipy, and TensorFlow, so you can start working on hands-on projects right away.
What's included
3 videos1 assignment
In this module, we will provide extra support for beginners by covering the basics of coding and how to become more confident in writing your own code. You will learn how to effectively use Jupyter Notebook, with a demonstration of its advantages. Additionally, we will introduce you to GitHub and offer optional coding tips to enhance your learning and project management.
What's included
4 videos1 assignment
In this module, we will share strategies to maximize your success in this course, offering insights into the best learning approaches based on your experience level. You will also assess the course’s suitability for your background and determine whether to follow an academic or practical path. Finally, we’ll guide you on the best order to take related courses to enhance your machine learning journey.
What's included
4 videos2 assignments
Instructor
Offered by
Recommended if you're interested in Data Analysis
University of Illinois Urbana-Champaign
Coursera Instructor Network
University of Colorado Boulder
The State University of New York
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Frequently asked questions
Yes, you can preview the first video and view the syllabus before you enroll. You must purchase the course to access content not included in the preview.
If you decide to enroll in the course before the session start date, you will have access to all of the lecture videos and readings for the course. You’ll be able to submit assignments once the session starts.
Once you enroll and your session begins, you will have access to all videos and other resources, including reading items and the course discussion forum. You’ll be able to view and submit practice assessments, and complete required graded assignments to earn a grade and a Course Certificate.