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Python for Finance Cookbook - Second Edition
book

Python for Finance Cookbook - Second Edition

by Eryk Lewinson
December 2022
Beginner to intermediate
740 pages
18h 11m
English
Packt Publishing
Content preview from Python for Finance Cookbook - Second Edition

6

Time Series Analysis and Forecasting

Time series are omnipresent in both industry and research. We can find examples of time series in commerce, tech, healthcare, energy, finance, and so on. We are mostly interested in the last one, as the time dimension is inherent to trading and many financial/economic indicators. However, pretty much every business generates some sort of time series, for example, its profits collected over time or any other measured KPI. That is why the techniques we cover in the following two chapters can be used for any time series analysis task you might encounter in your line of work.

Time series modeling or forecasting can often be approached from different angles. The two most popular are statistical methods and machine ...

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Publisher Resources

ISBN: 9781803243191