Packt
Financial Analysis with ARIMA and Time Series Forecasting
Packt

Financial Analysis with ARIMA and Time Series Forecasting

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Gain insight into a topic and learn the fundamentals.
Intermediate level

Recommended experience

9 hours to complete
3 weeks at 3 hours a week
Flexible schedule
Learn at your own pace
Gain insight into a topic and learn the fundamentals.
Intermediate level

Recommended experience

9 hours to complete
3 weeks at 3 hours a week
Flexible schedule
Learn at your own pace

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.

Details to know

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Recently updated!

January 2025

Assessments

8 assignments

Taught in English

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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

Packt - Course Instructors
Packt
457 Courses41,969 learners

Offered by

Packt

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