This is a collection on small projects that I created to practice concepts that I learned in school and in my personal studies. Here is a list of the projects and an overview of what was done:
Simple Stock Algorithm:
- Create a stock prediction algorithm using a simple moving average model and gradient descent
- Research Question: Is there a simple, accurate model for stock market prediction?
- Assesed the directional accuracy of the model.
- Research Question: Does the model accurately predict when the actual price goes up and down?
- Asesed the convergence of different windows of directional accuracy.
- Research Question: Is the directional accuracy consistant using different windows of the directional accuracy test?
SSA-GradientBooster
- Research Question: Can the simple stock algorithm and the gradient booster algorithm predict error in time series? If so, can this error prediction be used to predict a value in time series?
Trend Detection
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Research Question: Can we use the sum of the differences in prices during a certain period
$n$ and the linear regression coefficient in the same preiod to create a rend detection model for time series?