Abhishek Thakur with Konrad Banachewicz Video Series
Talks S2E7 (Konrad Banachewicz): Time Series Analysis - Vintage Toolkit For Modern Times
Konrad's Kaggle nbs filtered on Time Series - Konrad Banachewicz | Grandmaster | Kaggle
TS-0: the basics | Kaggle
TS-1a: smoothing methods | Kaggle
TS-1b: Prophet | Kaggle, many more ...
Awesome Graph Neural Networks for Time Series Analysis (GNN4TS)
Paper A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection
Neural Prophet Contains paper, github link, tutorials, and related datasets used in tutorials.
- NeuralProphet is an easy to learn framework for interpretable time series forecasting. NeuralProphet is built on PyTorch and combines Neural Networks and traditional time-series algorithms, inspired by Facebook Prophet and AR-Net.
- NeuralProphet is best suited for time series data that is of higher-frequency (sub-daily) and longer duration (at least two full periods/years).
JPX Comp with Regressors and Future dataframe build: Kaggle nb
State-of-the-art Deep Learning library for Time Series and Sequences.
TSAI (focus is TS Classification, TS encoded as images, not regression) - Fast.ai student's work using v2. fastai forum post, github, Notebooks
Use TSAI to create a long-term multivariate time series forecast (LTSF). nb example
Matplotlib Finance. github, uses Sphinx to build docs
Market Calendar python libary.
yfinance - docs, github link, discussion, pypi link. Offers a threaded and Pythonic way to download market data from Yahoo Finance. My Yahoo Porfolio
Rolling Window Library
Stan is a state-of-the-art platform for statistical modeling and high-performance statistical computation. Thousands of users rely on Stan for statistical modeling, data analysis, and prediction in the social, biological, and physical sciences, engineering, and business.
GitHub - stan-dev/stancon2023: Materials for StanCon 2023
JPX solution walkthrough
Derek Banas - Technical Analysis Videos
- How to Invest with Data Science Derek Banas
- Technical Analysis : MACD & Stochastic Oscillator Derek Banas
- Python4Finance github
Kaggle discussion summarizing Stock, Timeseries resources Kaggle discussion,
Stock price data of the fifty stocks in NIFTY-50 index from NSE India
NSE(National Stock Exchange - India)
- Kaggle DS: NIFTY-50 Stock Market Data (2000 - 2021)
- code using this data Dataset nbs
data, website
colab nb using UCR repository's data.
Stock Analysis + Predictions, LSTM
Create features that include but not limited to:
- Fundamental factors
- Technical factors
- Behavioural factors
- Market microstructure
- Unique requirements of large institutional players
- Policy actions