search

Akshat111111 / Hedging-of-Financial-Derivatives

This strategy works for every market condition irrespective of the movement
BSD 3-Clause "New" or "Revised" License
73 stars 100 forks source link

šŸ’”[FEATURE]: Yahoo stock Price Volatility Prediction #627

Open AMAN1011011 opened 1 month ago

AMAN1011011 commented 1 month ago

Overview

The objective of this project is to predict the volatility of Yahoo's stock prices using historical data. The dataset contains various features including opening price, closing price, adjusted closing price, high, low, and more. However, the focus will be on utilizing the closing price information for volatility prediction.

Objectives

Data Exploration and Visualization: Understand the dataset through summary statistics and visualizations to identify patterns and relationships. Data Preprocessing: Clean and preprocess the data to handle missing values, encode categorical variables, and normalize numerical features. Feature Engineering: Create new features that might improve the model's predictive power. Model Building: Train and evaluate different machine learning models to predict stock price volatility. Model Evaluation: Assess the models using appropriate metrics and select the best-performing model.

Use Case

Financial Forecasting Risk Management Trading Strategy Development Portfolio Management Market Analysis

Benifits

Improved Accuracy of Volatility Predictions Enhanced Decision-Making Economic Gains Increased Market Understanding Risk Mitigation

By systematically exploring, preprocessing, and modeling the data, this project aims to develop a robust predictive model for stock price volatility and provide valuable insights into the factors driving market fluctuations.

github-actions[bot] commented 1 month ago

Hi there! Thanks for opening this issue. We appreciate your contribution to this open-source project. We aim to respond or assign your issue as soon as possible.