GS-Stock-Market-Time-Series-Analysis

• This is an Analysis on Goldman Sachs Group Inc Stock Market Time Series featuring Prices starting from 2016 to present date
• This Project was created using R Language and run using Google Colab Environment
• Various Libraries such as Quantmod, Forecast and Anomaly Detection has been used

Stock Market Analysis_Exploratory Data Analysis

• GRAPH FOR High, low, Close, Adjusted, Volume OF EACH DAY OVER 2016 - TODAYS DATE
• CHARTS FOR OVERALL STOCK ANALYSIS FOR EACH YEAR (2016-2020) featuring
  • Bollinger Band
  • Momentum
  • Price Rate of Change (ROC)

Stock Market Analysis Time Series Analysis and Forecasting

• Stock Return Behaviour using logarithm properties to calculate the log-return of the stock
• Forecasting Using
  • ARIMA Model
  • K Nearest Neighbours
  • Feed Foward Neural network

Stock Prices Anomaly Detection

• Used Business Science : Tidy anomaly detection
• Techniques Used
  • Normal Anomaly Detection
  • Decomposed Anomaly Detection with Trend and Seasonality Adjusted
  • Detection with 5% and 15% Anomalies Allowed
  • STL Decomposition Method vs Twitter Decomposition Method