https://github.com/pfischer1687/wolfram-data-science-bootcamp

Wolfram Data Science Boot Camp
https://github.com/pfischer1687/wolfram-data-science-bootcamp

data-science financial-engineering machine-learning mathematica wolfram

Last synced: 26 days ago
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Wolfram Data Science Boot Camp

• Host: GitHub
• URL: https://github.com/pfischer1687/wolfram-data-science-bootcamp
• Owner: pfischer1687
• Created: 2023-04-27T04:42:24.000Z (over 1 year ago)
• Default Branch: main
• Last Pushed: 2023-04-27T18:05:45.000Z (over 1 year ago)
• Last Synced: 2024-11-05T21:42:36.097Z (2 months ago)
• Topics: data-science, financial-engineering, machine-learning, mathematica, wolfram
• Language: Mathematica
• Homepage:
• Size: 496 KB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        


    





  Using Dodd-Frank Act Stress Test data to predict percentage growth of Microsoft Corporation stock price through 2023 Q1



My submission from the Wolfram Data Science Boot Camp 2020 which resulted in the following certification:

Wolfram Certified Level II in Multiparadigm Data Science.

## Abstract

Every year, the Federal Reserve publishes quarterly predictions for the

following two years of domestic macroeconomic variables in both baseline and

severely adverse conditions. Historical data of these variables (also

published under this act by the Federal Reserve) from 2001 to 2020 is used to

make a linear regression model of Microsoft Corporation stock price

percentage growth (MSFT % growth) during this period. This model is used to

predict the values of MSFT % growth under both baseline and severely adverse

conditions until the end of the first quarter of 2023. The model has an r^2

value of 0.0594964 and the predictions are qualitatively found to make

inaccurate predictions of current MSFT % growth data. I hypothesize that the

inaccuracy of the model is based on the independence of the data from the

macroeconomic variables and the prediction for the first two quarters of 2020

is inaccurate because the global pandemic accelerated at an unprecedented

pace global dependence on Microsoft Corporation technology.

## Version

1.0.0

## Author

Paul Fischer

- Email: [email protected]

- Twitter: [@PaulFis43236408](https://twitter.com/PaulFis43236408)

- GitHub: [pfischer1687](https://github.com/pfischer1687)

- Website: [https://paulfischer.dev/](https://paulfischer.dev/)

## Dependencies

- `[email protected]`

## Keywords

- Wolfram

- Multiparadigm Data Science

- Dodd-Frank Act Stress Test

- Microsoft Corporation

- Federal Reserve

- Financial Engineering

- Quantitative Finance

## License

Unlicensed

## Repository

git: [https://github.com/pfischer1687/wolfram-data-science-bootcamp](https://github.com/pfischer1687/wolfram-data-science-bootcamp)

## Bugs

[https://github.com/pfischer1687/wolfram-data-science-bootcamp/issues](https://github.com/pfischer1687/wolfram-data-science-bootcamp/issues)