1. Modeling & Analysis of Apple Stock Prices in R | GARCH Models

  Рет қаралды 26,231

Dr. Bharatendra Rai

Dr. Bharatendra Rai

Күн бұрын

Пікірлер: 59
@yusei527
@yusei527 4 жыл бұрын
I’m a Japanese university student and learning R by myself. Your step-by-step explanation helps me so much. Thank you!!
@bkrai
@bkrai 4 жыл бұрын
You are so welcome!
@seannguyen3260
@seannguyen3260 3 жыл бұрын
I am an actuarial analyst in Vietnam. Honestly, highly appreciate your presentation and R code file.
@bkrai
@bkrai 3 жыл бұрын
Thanks for comments!
@leonardoaquino2387
@leonardoaquino2387 4 жыл бұрын
Hi Dr. Bharatendra, I am from Brazil and I would like to thank you for this and the other amazing video that you shared with us! Your videos help us understand the incredible world of predictions, thank you very much !!!
@bkrai
@bkrai 4 жыл бұрын
Glad it was helpful!
@neeveshnaraynen1365
@neeveshnaraynen1365 4 жыл бұрын
Extremely useful explanation and practical coding. Thank you Dr. Bharatendra Rai.
@bkrai
@bkrai 4 жыл бұрын
You are most welcome!
@shehaniwanniarachchi2808
@shehaniwanniarachchi2808 3 жыл бұрын
Very clear explanation! Your interpretations were really helpful. Thank you!!!
@bkrai
@bkrai 3 жыл бұрын
Thanks for your comments!
@josefposca6066
@josefposca6066 7 ай бұрын
Thank you doc from Milan, you saved me with my thesis
@bkrai
@bkrai 7 ай бұрын
You are welcome!
@edwardmarkai7593
@edwardmarkai7593 3 жыл бұрын
Very thorough and well-explained, thank you!
@bkrai
@bkrai 3 жыл бұрын
You're very welcome!
@neelma2199
@neelma2199 4 жыл бұрын
Thanks slot Sir very helpful kindly make more videos on it regarding family of garch models and forecasting performances.your step by step teaching is so helpful and understandable.
@bkrai
@bkrai 4 жыл бұрын
Thanks, I'll soon add 3 more.
@neelma2199
@neelma2199 4 жыл бұрын
Thanks alot Sir ☺️
@bkrai
@bkrai 4 жыл бұрын
You are welcome!
@neelma2199
@neelma2199 3 жыл бұрын
Sir how can I do performance measures like MSE, RMSE, after fitting GARCH models.i tried to found but could not succeed. Kindly help me in this regard highly grateful.
@maldacious
@maldacious Жыл бұрын
Is there a way to integrate event-specific analysis in this? For example, Apple announces X product at X conference or whatever. What other analysis can you do involving how the price of the stock reacts to this specific event?
@ankitti
@ankitti 4 жыл бұрын
Happy Guru Poornima Sir
@bkrai
@bkrai 4 жыл бұрын
Thanks and happy guru poornima to you too!
@user-jz6uu7rd9k
@user-jz6uu7rd9k 2 жыл бұрын
Sir, can you help with the R code for a GARCH model with AR (1) and one independent variable is
@bkrai
@bkrai 2 жыл бұрын
The link to R code is in the link below video.
2 жыл бұрын
Thank you so much for the video. One question: how can I run the model with a database from Excel, instead of importing it from Yahoo Finance?
@bkrai
@bkrai 2 жыл бұрын
You can read a csv file using this: data
@marf982b
@marf982b 3 жыл бұрын
Thanks a lot from Bangladesh
@bkrai
@bkrai 3 жыл бұрын
You are very welcome!
@alexurban12
@alexurban12 4 жыл бұрын
Amazing video, your tutorials help so much. Would it be possible to make tutorials on spectral analysis?
@bkrai
@bkrai 4 жыл бұрын
Thanks, I've added it to my list.
@akashdahire3462
@akashdahire3462 Жыл бұрын
How do you put that PerformanceAnalysis library in source
@bkrai
@bkrai Жыл бұрын
You can run this: install.packages('PerformanceAnalytics') library(PerformanceAnalytics)
@bpa261
@bpa261 4 жыл бұрын
Thank you for your videos cooperation to learn indepth in RStudio. i want to know the r-code on connecting to different databases and also arduino or raspberry pi from rstudio. Please let me know few libraries for machine learning and deep learning drag and drop mode as well.
@bkrai
@bkrai 4 жыл бұрын
Thanks, I've added this to my list too.
@mihirgupta8813
@mihirgupta8813 3 жыл бұрын
Hi Sir! Thank you so much for the video. I was hoping if you could guide me on how to deal with missing values because when I am trying to fit 'm' using ugarchfit, it gives me the following error: > m
@thejuhulikal6290
@thejuhulikal6290 4 жыл бұрын
Sir, Can we use this for agricultural crops during COVID pandemic
@bkrai
@bkrai 4 жыл бұрын
If you have similar time series data, you can certainly use this.
@shafaluthfia
@shafaluthfia 2 жыл бұрын
Hi Dr. Bharatarendra, I'm Actuarial Student. May I ask how to interpret or what does it mean for the Histogram with the normal distribution? Thankyou
@bkrai
@bkrai 2 жыл бұрын
Histogram of actual closing prices are usually non-normal due to shifting means. But histogram of 'returns' as can be seen is closer to normal distribution and thus modeling of 'returns' is better compared to trying to develop model directly with closing prices.
@shafaluthfia
@shafaluthfia 2 жыл бұрын
@@bkrai Thank you so much for replying my questions. May I ask whether any video about how to build a Neuro-GARCH model in R? Since I have been browsing for it but rarely found on building it with R. Thank you once again Dr. Bharatarendra
@utsavgupta94
@utsavgupta94 4 жыл бұрын
Hi Sir, I am having a doubt regarding FFTrees. I am trying to build a tree and then encountering the following error: "Error in classtable(prediction_v = asif.decision_v, criterion_v = criterion_v) : prediction_v and criterion_v must be logical" Thanks in advance
@bkrai
@bkrai 4 жыл бұрын
What was the code that gave this error?
@utsavgupta94
@utsavgupta94 4 жыл бұрын
@@bkrai tree
@thejuhulikal6290
@thejuhulikal6290 4 жыл бұрын
Hello sir, thank u for all the information you need us, Sir can I know the source of apple data used here, can we also get data on maize or onion.I will be pleased to hear from you.
@bkrai
@bkrai 4 жыл бұрын
These are apple stock prices. As shown in the video, the data is inbuilt.
@bpa261
@bpa261 4 жыл бұрын
i forgot to ask about webscrapping sir. please cover that video as well if possible sir.
@bkrai
@bkrai 4 жыл бұрын
Thanks, I've added it to my list.
@azizullah7881
@azizullah7881 Жыл бұрын
with respect sir your lecture is very fruitful, but when I apply this formula for GARCH itlogst_garch
@bkrai
@bkrai Жыл бұрын
In R 'warning messages' are not an issue. If you get 'error', then there is a problem.
@neelma2199
@neelma2199 4 жыл бұрын
Sir when I run the function sd (return) it gives the output NA why this happened how get rid of this
@bkrai
@bkrai 4 жыл бұрын
Make sure you ran code on line-15.
@neelma2199
@neelma2199 4 жыл бұрын
Sorry Sir what is line-15 don't understand .I did same as you only difference is me using r and you are using r studio
@bkrai
@bkrai 4 жыл бұрын
I would suggest using RSTUDIO, it is much more user friendly and less chances of making errors.
@neelma2199
@neelma2199 4 жыл бұрын
Ok Sir I will try it .
@bkrai
@bkrai 4 жыл бұрын
Sounds good 👍
@amalhafiane7937
@amalhafiane7937 3 жыл бұрын
Thank you!
@bkrai
@bkrai 3 жыл бұрын
You're welcome!
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