As a data scientist with the central research team at a $680B AUM Investment Management firm, I apply ML to solve business problems across operations, distributions, and investments, improving efficiency and decision making across the firm.
Skills
Time Series Forecasting w/ Self-Optimizing ARIMA Models
Project links
Skills
About this project
Utilizing WDI (World Development Index) data, I go step-by-step through the creation of ARIMA models for time-series forecasting, and utilize machine learning to create an optimized model using the BIC & AIC. This optimally fits an ARIMA model to the data for GDP growth in France, the UK, and India.