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Continue reading →: Augmented Dynamic Adaptive Model (ADAM) for Daily Seasonal DataI have modeled the BIST 100 index to build predictive intervals. Because the data has daily seasonality, I preferred the modeltime::adam_reg function. I did not use the timetk::step_timeseries_signature function because the model cannot process too many exterior regressors, and the algorithm captures the trend and seasonality well by nature. So…
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Continue reading →: Bagged Neural Networks: Will Bayrou’s Fell Affect the STOXX 600 Index?The French government is planning to hold a confidence vote on Prime Minister François Bayrou’s fiscal plan. If a coalition of opposition parties votes against the government, as is widely expected, Bayrou will have to submit his resignation to French President Emmanuel Macron. This could cause a fall to the…
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Continue reading →: Ensemble Model for Gold FuturesGoldman Sachs stated that if the FED’s reputation suffers, and investors move only a small portion of their bond holdings into gold, the price of gold could rise to nearly $5,000 an ounce. But at least now, the ensemble model indicates that gold prices are in an overbought zone. Source…
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Continue reading →: Linear Model with Feature Engineering: Silver Prices SurgeSilver prices have reached a 14-year high amid growing expectations that the US Federal Reserve (FED) will cut interest rates this month. According to the machine learning model, the bands are down, and the price is above the upper band, indicating anomalous price levels. Source code:

