Here is a project that explores and forecasts stock movement using a LogNormal Random Walk. After conducting an EDA, we simulate multiple forecasts and visualize them. We then use methods of proof to show the expected value and variance of any n-step ahead prediction. Using the results from those proofs, we construct an expected forecast and confidence interval for that forecast.
- forecast_stocks.R: contains functions and data cleaning which are used in the markdown document
- forecast_stock_growth.Rmd: the finalized report in a Rmarkdown file
- forecast_stock_growth.html: the finalized report in an html file
Display the final writeup in a Rmarkdown file, using BitBucket HTML Preview, by clicking here.