Research Article
Stock Market Analysis
https://doi.org/10.21203/rs.3.rs-3789960/v1
This work is licensed under a CC BY 4.0 License
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This document presents a stock market analysis conducted on a dataset consisting of 750 instances and 16 attributes donated in 2014-10-23. The analysis includes an exploratory data analysis (EDA) section, feature engineering, data preparation, model selection, and insights from the analysis. The Fama French 3-factor model is also utilized in the analysis. The results of the analysis are presented, with linear regression being the best-performing model.
Stock Market Analysis
Exploratory Data Analysis (EDA)
Fama French 3-factor model
Feature Engineering
Clustering
Data Preparation
Model Selection
Linear Regression
Random Forest
Gradient Boosting
Market Return
Small Company Return
Idiosyncratic Factor
Common Factors
Time Series
Volatility
Outlier Detection
Log Transformation
Histograms
Frequency Plots
Performance Evaluation
No competing interests reported.
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