Packt
Financial Analysis with ARIMA and Time Series Forecasting
Packt

Financial Analysis with ARIMA and Time Series Forecasting

包含在 Coursera Plus

深入了解一个主题并学习基础知识。
中级 等级

推荐体验

1 周 完成
在 10 小时 一周
灵活的计划
自行安排学习进度
深入了解一个主题并学习基础知识。
中级 等级

推荐体验

1 周 完成
在 10 小时 一周
灵活的计划
自行安排学习进度

您将学到什么

  • 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.

要了解的详细信息

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作业

9 项作业

授课语言:英语(English)

了解顶级公司的员工如何掌握热门技能

Petrobras, TATA, Danone, Capgemini, P&G 和 L'Oreal 的徽标

该课程共有8个模块

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.

涵盖的内容

2个视频1篇阅读材料

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.

涵盖的内容

2个视频1个作业1个插件

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.

涵盖的内容

4个视频1个作业1个插件

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.

涵盖的内容

3个视频1个作业1个插件

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.

涵盖的内容

20个视频1个作业1个插件

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.

涵盖的内容

3个视频1个作业1个插件

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.

涵盖的内容

4个视频1个作业1个插件

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.

涵盖的内容

4个视频3个作业

位教师

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