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Popular stock forecasting/prediction algorithms in R

3 messages · Anshul Pandey, Ilya Kipnis

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Hello Folks

I am a PhD student (Big Data Visualization) at NYU, trying to visualize
models used for stock forecasting (ideally machine learning based complex
models, instead of SMA/EMA).

I know there are some variations of Artificial Neural Network that people
use, but are there others as well?
I would greatly appreciate if someone can point to a few of such
models/algos and where to find them in R.

PS: Moderators, please let me know if my query is too generic and if there
is a more apt forum for such discussions.

Thanks in advance.

Best,
Anshul
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I believe Rob Hyndman has a section on some ML-forecasting type work on his
site. IIRC, he isn't a big believer in trying to forecast the stock market.

On Fri, Oct 17, 2014 at 9:10 AM, Anshul Pandey <anshul.bits at gmail.com>
wrote:

  
  
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Thanks Ilya, that's very helpful.
On Fri, Oct 17, 2014 at 9:14 AM, Ilya Kipnis <ilya.kipnis at gmail.com> wrote: