Financial Forecasting Model (S&P 500 Return Prediction)
Ahmad Karaki
Skills Showcased:
Time series forecasting
ARIMA + Deep Learning (FNN)
Custom loss functions & statistical modeling
Python (scikit-learn, statsmodels, TensorFlow)
Data visualization (Matplotlib, Seaborn)
Project Description:
Developed a hybrid ARIMA + FNN model for predicting S&P 500 returns, leveraging deep learning techniques combined with traditional statistical methods. Designed a custom loss function based on the t-distribution to improve model accuracy. Addressed challenges related to stationarity, feature selection, and hyperparameter tuning using GridSearchCV.
Deliverables:
Model code with explanations
Performance comparison (ARIMA vs. Hybrid Model)
Interactive visualizations showing residuals, predictions, and model accuracy
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Posted Feb 3, 2025
Developed a hybrid ARIMA + FNN model for predicting S&P 500 returns, leveraging deep learning techniques combined with traditional statistical methods.
