Forecasting Stock Prices

Mathematics of Probabilistic Models

Azhar Ul Haque Sario

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English

Azhar UL Haque Sario
30 October 2023

Economic forecasting; Investment & securities

"In the fascinating world of finance, stock prices are anything but static. They rise and fall like tides, influenced by an array of factors that can be as straightforward as a company's earnings report or as complex as global economic indicators. The big question is, can we forecast these stock prices with any degree of accuracy? ""Forecasting Stock Prices: Mathematics of Probabilistic Models"" is a deep-dive into the mathematics and models designed to do just that.

This book begins by breaking down the notion of Generalized Autoregressive Conditional Heteroskedasticity (GARCH), a key model that captures the changing patterns in financial market volatility. But don't be overwhelmed by the jargon; we explain this model in the simplest terms, allowing you to grasp its essence easily. Through this lens, you'll start understanding how market volatility can be measured and, to some extent, predicted.

Next, the book explores Vector Autoregression (VAR), a model that helps us understand how multiple variables interact with each other over time. Think of this as peering into a dynamic web of stock prices, interest rates, and other economic factors to see how a change in one can influence the others. This section illuminates the interdependent nature of financial variables and offers techniques to make sense of their intricate relationships.

As we progress through the chapters, we delve into more complex models like Multivariate GARCH (MGARCH) and Stochastic Volatility (SV) Models. These are the tools that financial analysts and quantitative researchers employ to bring greater precision to their forecasts. The key to understanding these models lies not in their complexity, but in the intuitive way we present them.

Hidden Markov Models (HMM) and Bayesian Network Models offer another layer of sophistication. These models look into 'hidden' states of the market, pulling back the curtain on aspects that are not immediately observable but are nevertheless impactful. We break down these enigmatic models into comprehensible parts, giving you the know-how to implement them in your own forecasting toolkit.

For those interested in technological innovations in finance, we explore Neural Network Models and Long Short-Term Memory (LSTM) Models. These models leverage machine learning and artificial intelligence to sift through massive datasets and offer predictions that are remarkably accurate. We also touch upon the revolutionary Black-Scholes Model and its applications in options pricing.

Lastly, the book does not shy away from diving into experimental and cutting-edge models like Reinforcement Learning and Convolutional Neural Network (CNN) models. These are the models that are breaking new ground in financial analytics, and you'll learn how they are setting the stage for the future of stock price forecasting.

""Forecasting Stock Prices: Mathematics of Probabilistic Models"" is not just a book; it's a journey into the mathematical frameworks that power the financial world. Whether you're a seasoned financial analyst, a student of finance, or just someone curious about stock markets, this book has something invaluable to offer you.

Join us on this educational odyssey as we demystify the complex world of stock price forecasting, one mathematical model at a time.

This book description aims to serve as a compelling invitation to a comprehensive and intellectually enriching experience. Thank you for considering this book as a crucial addition to your learning journey in the financial landscape."

By: Azhar Ul Haque Sario
Imprint: Azhar UL Haque Sario
Dimensions: Height: 229mm, Width: 152mm, Spine: 7mm
Weight: 168g
ISBN: 9798223038993
Pages: 108
Publication Date: 30 October 2023
Audience: General/trade , ELT Advanced
Format: Paperback
Publisher's Status: Active

Hello, my name is Azhar ul Haque Sario, and I am excited to introduce myself to you. I have a strong educational background, having studied O and A levels before pursuing an MBA. I am also a certified project manager and hold Google certifications in digital marketing and e-commerce. Aside from my professional experience, I am also passionate about investing. As an investor, I have developed a keen eye for spotting profitable opportunities and have a track record of making sound investment decisions. I believe that investing is an essential component of building long-term wealth and financial security, and I am committed to helping others achieve their investment goals as well. In my free time, I love sharing my insights and knowledge with others. You can find me posting daily articles on my LinkedIn profile, where I share tips and advice on everything from investing to marketing and beyond. I am always looking for ways to learn, grow, and make a positive impact, and I look forward to connecting with you soon.