Skip to content

This repository contains the code for a website application in which users can use Holt-Winters Exponential Smoothing and Prophet Time Series models to make predictions on the stock market.

Notifications You must be signed in to change notification settings

jccf12/Capstone

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

38 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

A Shiny App for Stock Market Forecasting

I created this application as my Capstone project to obtain my undergraduate degree (major in Computer Science) at Minerva Schools at KGI.

The purpose of this application is to enables its users to explore the stock market and some of the forecasting models that have been used to predict it. The principal intended audience is Mexicans that belong to the Economically Active Population (PEA) and thus I have created a version of the app in Spanish and English.

The application has two main features. The first one is the analysis of historical data and prediction algorithms for this data. The second one is an investment portfolio simulation that also uses forecasting algorithm analysis. The first feature allows users to see historical data of the stock price of various stocks. For example, the user can select a time period from January 2018 to December 2020, and look at the price of an Apple stock during that period. Furthermore, the user can see the predicted price for a given prediction horizon based on two different commonly used financial forecasting techniques.

The second feature allows the user to simulate investment portfolios. That is, if the user wants to know how an investment of a combination of stocks would have turned out for a given period, the user can simulate it and compare it with the predictions made by the models.

If you are interested in knowing more about how I built the application, please refer to the white paper below.

White Paper

https://drive.google.com/file/d/1D5OdfQrE38WrXl_EfVxfU-1vvVNrv-MO/view?usp=sharing

Installation

If you wish to reproduce the application, you can download either the folder two_file_app for the application in English, or two_file_app_spanish for the application in Spanish. You will need to install some packages to run the application locally.

You can install the necessary packages from CRAN as follows:

install.packages("shiny")
install.packages("quantmod")
install.packages("xts")
install.packages("forecast")
install.packages("callr")
install.packages("pkgbuild")
install.packages("hash")
install.packages("grid")
install.packages("gridExtra")
install.packages("ggplot2")
install.packages("data.table")
install.packages("prophet")
install.packages("dplyr")
install.packages("shinycssloaders")
install.packages("timeDate")
install.packages("plotly")
install.packages("gridExtra")
install.packages("ggthemes")
install.packages("RColorBrewer")
install.packages("readr")
install.packages("shinythemes")

Usage of the App

Video in English

ENGLISH VIDEO

Video in Spanish

SPANISH VIDEO

Getting help

If you have any questions, please do not hesitate to shoot me an email at juan.castrofernandez@minerva.kgi.edu

About

This repository contains the code for a website application in which users can use Holt-Winters Exponential Smoothing and Prophet Time Series models to make predictions on the stock market.

Topics

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages