Browsing by Author "Tchoudi, William"

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    Forecasting Financial Valuation Comparing ARIMA and Prophet
    (2022-06-12) Tchoudi, William; Sergeenko, Grigory
    In this study, we limit the forecasting period to one year since the same method is applicable to more than one year. The reason for that is the only five-year historic data we have for Discount Cash Flow (DCF) and six years for Price Earning (P/E) and Price to Sale (P/S) valuation. We use a time series approach for comparison, so we use the last given year, which is 2018, for comparison with the predicted value based on all previous years. So, in this study, we compare the predicted 2018 year Using ARIMA and Prophet Methods with the real 2018 year. Some steps were taken to make forecasting and rebuild time series and apply forecasting methodologies. The errors between real data and the forecasted data for both methods shown almost similar results.
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    Study of Heiken Ashi Candlestick for Noise Reduction
    (2022-06-28) Tchoudi, William
    In this study, we examined Heiken Ashi's ability to reduce the noise when the traditional candlestick bars are transformed into Heiken Ashi candlesticks. The transformed candlestick is done by a python program. The entropy is calculated at a given confidence level for both traditional candles and Heiken Ashi. By assumption, the noise is measured by the entropy. The higher the value of the entropy, the more pronounced the noise is. The hypothesis test for Heiken Ashi showed accepted results, and the Heiken Ashi candle entropy is lower than traditional candles.