In this chapter, we explored aspects of portfolio forecasting, steps in the forecasting process, tips for the visualization of time series data, and model building for a business case. Both regression and ARIMA models were used, and we compared the results of the model by using a validation sample. In the next chapter, we will discuss risk modeling.
Germany
Slovakia
Canada
Brazil
Singapore
Hungary
Philippines
Mexico
Thailand
Ukraine
Luxembourg
Estonia
Lithuania
Norway
Chile
United States
Great Britain
India
Spain
South Korea
Ecuador
Colombia
Taiwan
Switzerland
Indonesia
Cyprus
Denmark
Finland
Poland
Malta
Czechia
New Zealand
Austria
Turkey
France
Sweden
Italy
Egypt
Belgium
Portugal
Slovenia
Ireland
Romania
Greece
Argentina
Malaysia
South Africa
Netherlands
Bulgaria
Latvia
Australia
Japan
Russia