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Stock Market Volatility Analysis
And Prediction
Doron Levy, Kobi Itzhak
Advisor: Dr. Assaf Almog
Industrial Engineering
Our project is about building an algorithm for forecasting
and analyzing stock market volatility, to enable potential
investors to wisely manage their investments based on past
data from US equities trading data throughout the years.
Algorithms
S&P 500
•
Producing accurate predictions on S&P500 volatility
based on social network data.
•
Finding similarities between the S&P companies and
providing investments insights based on the results.
Objectives
Prototype
Modularity
Network
Science
Machine
Learning