- En: Comparative Analysis of Techniques for Forecasting Time Series in Financial Markets
- Pt-br: Análise Comparativa de Técnicas para a Previsão de Séries Temporais no Contexto de Mercados Financeiros
Compare the main prediction techniques for ST in the financial market context.
- Conduct a qualitative analysis of the state of the art on TS (time series) prediction and theories in financial markets;
- Define data collection and preparation processes;
- Define the most appropriate algorithms to be implemented targeting the econometric, Machine Learning, and Deep Learning areas;
- Create computational models for the techniques chosen in the previous item;
- Train the chosen models;
- Perform a comparative analysis of the results of the predictors;
- Develop a repository and make it available on the internet, to make all the results of this research widely reproducible.
| Requisite | Version |
|---|---|
| Python | 3.9.7 |
| Pip | 21.2.4 |
pip install --require-hashes -r requirements.txt
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