caschb/dollar_price_forecasting

Dollar price forecasting

The purpose of this notebook is to try and predict the price of the USD in CRC using historical data about the S&P 500, the exchange rate between USD and EUR and possibly more data.

ARIMA Forecasting

The ARIMA model is based on the follwing references:

• pmdarima: ARIMA estimators for Python
• Multivariate Time Series using Auto ARIMA

LSTM Forecasting

The LSTM model is based on the following references:

• How to Develop LSTM Models for Time Series Forecasting
• Predicting Stock Prices in Python