Blog Archives

Mapping the stock market using self-organizing maps

August 6, 2018
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Mapping the stock market using self-organizing maps

Self-organizing maps are an unsupervised learning approach for visualizing multi-dimensional data in a two-dimensional plane. They are great for clustering and finding out correlations in the data. In this post we apply self-organizing maps on historical US stock market data to find out interesting correlations and clusters. We'll use data from Shiller, Goyal and BLS to calculate the historical valuations levels, interest rates, inflation...

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How likely is a stock market crash?

July 22, 2018
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How likely is a stock market crash?

In this post we'll look at the odds of a stock market crash from the view point of valuation. We'll use my favorite valuation measure Shiller P/E or CAPE ratio, which is just like regular P/E except it's calculated by using earnings of the last ten yea...

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