This comprehensive guide explores stock market prediction models, catering to both novice and seasoned investors. It provides detailed explanations of traditional and modern approaches, including Fundamental Analysis, Technical Analysis, Quantitative Analysis, Sentiment Analysis, Time Series Analysis, and Machine Learning Algorithms.
The book delves into probability models, examining ARIMA, GARCH, VAR, MGARCH, and Stochastic Volatility Models. It offers real-world examples of successful forecasts using models like Black-Scholes, Monte Carlo Simulations, Brownian Motion, ARIMA, GARCH, LSTM, and Facebook’s Prophet.