ML for moving average forecast

Hello Ishan, 

which is the best machine learning method to forecast a moving average based on historical moving average data ?

Hi Santosh,



It depends on the data and the predictor variables you will be using in the model. If your train data is small and scaled then you can use SVM or CART model. If the data is huge and contains a lot of input variables then you can use Ensemble techniques such as Bagging and Boosting. If you don't know which variables to use but have only the OHLC data, then use Deep Learning models.

We will meet this Saturday for better clarification .

Yes sure. :slight_smile: