On OpenBB, ML and Time-series prediction. I’ve been tinkering around with OpenBB and I’m quite impressed. It’s like the Bloomberg Terminal in your CLI but $20K cheaper! It’s free, open-source and written in Python.
I’m interested in OpenBB’s pred features (ML prediction techniques.) It has quite a few including: RNNs, LSTM, 1D CNNs, ML Perceptron, and of course it also has ARIMA, ETS, and Monte Carlo Forecasting.
Here I’m just running a toy prediction for Tesla with an LSTM
2022 Aug 20, 22:59 (🦋) /stocks/ $ load TSLA
2022 Aug 20, 23:01 (🦋) /stocks/pred/ $ lstm -d 30 --epochs 50
I reckon there might be some nice opportunities for developing ML time-series prediction & forecasting models on top of OpenBB API. I’m advising a tiny little startup on this stuff. Interested? Feel free to contact me.
re: time series forecasting with stats methods like ETS vs. Deep Learning, the guys at Nixla just threw a punch at Facebook’s NeuralProphet, Deep Learning for time series modelling
Nixla’s punchline:
We find the claim that “NeuralProphet bridges the gap between traditional time-series models and deep learning methods” simply to be false; ETS is faster and more accurate than NeuralProphet (in most cases.)
My friend who is an F1 fan and Pythonista just sent me this: Formula 1 Championships as Colorful Star Wars Wall Panels. OK cool. Have a nice Sunday.
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Curated by @ds_ldn in the middle of the night.