You may NOT use any machine learning libraries.
a. Download a financial data (e.g. stock, FX, and oil price) from any web site like Yahoo
finance, Google finance, [login to view URL], and so on.
b. The data should be a time series data, which means x is date (1-dimension) and y is price.
c. Plot the price change using R
d. Using linear regression and prices of last k days including current prices, predict next day’s prices. For example, if k = 5, the program will predict the price of 7/10/15 with actual prices during 7/5/15 ~ 7/9/15 assuming that we do not know the price of 7/10/15 on 7/9/15. Based on your predicted price of 7/10/15, you decide to buy or sell on 7/9/15. Of course, you will pay or earn the actual price of 7/9/15 if you buy or sell on 7/9/15. Then, again the simulation program continually predicts the price of 7/11/15 with actual prices during 7/6/15 ~ 7/10/15. Similarly you decide to buy, sell, or do nothing on 7/10/15 based on the predicted price of 7/11/15.
e. Using the predicted prices, do trading simulation for a long-term period and returns earning rate (final balance / balance at start). For example, if you predict that the price will increase tomorrow, you may want to buy one today and sell tomorrow. The trading
strategy like when to buy and sell is up to the programmer.
f. We do not consider trading fees and tax in the simulation.
g. The simulation should be performed day by day (probably using for loop) but not necessary to buy or sell every day.
h. The simulation period is up to programmer (e.g. 1/1/2013 ~12/31/2014).
i. Please also plot predicted prices as well as original prices. Include the image file for the plot in your submission.
Hi. Preferred language is python. I have good command over machine learning algorithms and their implementations Relevant Skills and Experience Python Machine Learning Proposed Milestones $35 USD - On Completion
Bu iş için 10 freelancer ortalamada $171 teklif veriyor
I have a good hand on working with Advanced Excel, R and Python. I have quite a good knowledge of deep learning Algorithm , have also developed dashboards and Shiny Web Application in R. Relevant Skills and Experience Daha Fazla
Hi! I love such timeseries projects, as I did a lot of those in my time, and I miss them :) Relevant Skills and Experience R, Mathematics, Plotting Proposed Milestones $39 USD - All
I can do this for you i have done this kind of projects Relevant Skills and Experience [login to view URL] Proposed Milestones $400 USD - will discuss in chat