/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, Written in R Language

Primary LanguageJupyter Notebook

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

Open In Colab

  • 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

Open In Colab

  • 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

Open In Colab

  • 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