Publications by Selcuk Disci
Time Series Machine Learning: S&P 500
It does not seem to be a safe entry point for the S&P 500 market ahead of the FED rate cuts. Source code: library(tidyverse) library(tidymodels) library(timetk) library(tidyquant) library(modeltime) library(ggthemes) #FED Interest Rates df_fedfunds <- read_csv("https://raw.githubusercontent.com/mesdi/investingcom/main/fedfunds.csv") %>% ja...
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Exploratory Data Analysis: Will PCE Data Push Bitcoin?
Could the latest PCE data catalyze Bitcoin to surge beyond major resistance and reach $70K? The last time that US PCE Price Index values were under the estimates (miss), BTC prices rocketed. Source code: library(tidyverse) library(tidyquant) library(timetk) #U.S. PCE Price Index YoY df_pce_yoy <- read.delim("https://raw.githubusercontent.com/...
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Comparing Many Models: An Uptrend for Nvidia?
Since April, Nvidia has tried to hold above the point forecasting line. As predictive intervals’ slopes are slightly up; could Nvidia continue an uptrend? Source code: library(tidyverse) library(timetk) library(tidymodels) library(modeltime) library(ggthemes) #Nvidia (monthly) df_nvidia <- tq_get("NVDA", to = "2024-08-29") %>% tq_transmut...
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Exploratory Data Analysis: Economic Performance of China
China’s GDP growth rate for the second quarter was both lower than expected and the previous quarter. In addition, the performance of the China Fund has been significantly worse over the past year. Is China heading towards a recession? Source code: library(tidyverse) library(tidyquant) library(timetk) library(ggthemes) #The China Fund, Inc. (q...
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Comparing Many Models: Crude Oil Futures Price
Crude oil futures prices have fluctuated above the point forecast line (XGBoost) year to date. library(tidyverse) library(tidymodels) library(tidyquant) library(timetk) library(modeltime) library(workflowsets) #Crude Oil Futures(USD) (Index 2014 = 100) df_crude_oil <- tq_get("CL=F") %>% tq_transmute(select = close, mutate_fun...
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Visualizing the Impact of U.S. Crude Oil Production Surge on Prices
U.S. Crude Oil Inventories increased more than expected, but this didn’t cause oil prices to decline amid FED rate cut expectations. Crude oil production increased by 68% since 2014, while prices fell by 20%. library(tidyverse) library(tidyquant) #Crude Oil Futures(USD) (Index 2014 = 100) df_crude_oil <- tq_get("CL=F") %>% tq_transmute(se...
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Black Monday Crash
The Bank of Japan has raised the interest rates and Nikkei has crushed the worst since the Black Monday crash of October 1987. The S&P 500 and DAX have declined similarly, but the DAX has performed slightly better. library(tidyverse) library(tidyquant) #Nikkei 225 df_nikkei225 <- tq_get("^N225", to = "2024-08-05") %>% tq_transmute(select = ...
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Bootstrap Confidence Intervals: Exports in Japan
Japanese Finance Minister Shunichi Suzuki recently said that the volatility in USD/JPY rates negatively impacts the price competition and even damages the profit of the exporters in Japan. To examine this claim, first, we will look at the movement of the exports of goods and services in Japan, Nikkei 225, and exchange rates together. library(tidyv...
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Polynomial Support Vector Machines: Why Warner Music Entering the South Asia Market?
The Warner Music Group launched a new company in April, Warner Music South Asia targeting region markets that include Bangladesh, Nepal, Pakistan, and Sri Lanka. The company thought that the region was populated and diverse. I will analyze the reasons behind that decision based on some economic data related to South Asia. library(tidyverse) librar...
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Technology Stocks Surge: Causal Impact of FTC Actions
Technology stocks have risen sharply from the second half of the previous year. Perhaps the rumors of the FED probable rate cuts affected that, but I want to look closer at it. I will examine this situation with a fund based mostly on NASDAQ-100 which is known heavily for technology stocks, and S&P Global 1200 Information Technology index. librar...
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