Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

This week, you will download 5 years of daily adjusted closing prices for the Standard & Poor s 5 0 0 index from finance.yahoo.com. You

This week, you will download 5 years of daily adjusted closing prices for the Standard & Poors 500 index from finance.yahoo.com. You will build RNN models with the first 80% of the data and forecast the last 20%. It is important that you split the data in such a way that the withhold set is the last portion of the dataset.
Background Materials
Financial time series is an obvious area for the use of RNN, as the sequence is more important than the individual observations. By building models to forecast indices, you will learn how to employ them in time series modeling.
Management/Research Question
In laymans terms, what is the management/research question of interest, and why would anyone care?
Requirements
Conduct your analysis using the specified 80/20 split.
Conduct EDA.
Build at least three RNN models based on hyperparameter tuning.
Evaluate goodness of fit metrics.
Discuss your models performance

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Database Systems For Advanced Applications 9th International Conference Dasfaa 2004 Jeju Island Korea March 2004 Proceedings Lncs 2973

Authors: YoonJoon Lee ,Jianzhong Li ,Kyu-Young Whang

2004th Edition

3540210474, 978-3540210474

More Books

Students also viewed these Databases questions