SP500 Forecasting with ML and Time Series

Hi!

I need help with feedback and suggestions. I’m focusing on a SP500 forecast model with Python. And before you say it, this may very well be a fool’s errand, but I’m doing it for fun and I think no matter what, I’ll learn something useful.

Can you please suggest models, research papers, or anything helpful? I’m trying to figure out how to combine time series with ML, as I understand it, a hybrid approach is the way to go.

Thanks for your time!

BR, K

In addition to the course that Balaji linked, which is from one of the TensorFlow Specializations here, you might also consider taking DLS C5 which is titled Sequence Models and covers a number of architectures for DL models that can handle making predictions based on sequences of inputs. Most of the example applications Prof Ng covers there are language related, but the same ideas can be applied to time series data.

I have never done any research on that specific question, but I’ve got to believe that a google search will find some papers on predicting stock prices using ML. It’s been a topic of interest for a long time. :nerd_face: If a general search turns up too much junk to sort through, the other approach would be to do the search on the Papers with Code site.