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TEAM

Time-Series Regime Switching Models

Shubham Saha, Srijan Ghosh, Arka Karmakar, Sridhar Venkatesh, Suman Bhandari

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Description:
Detect and analyze different market regimes (e.g., bull vs. bear markets, volatility clusters) in the stock market based on historical stock data and news headlines.

Objectives:
- Implement a regime prediction model based on time series analysis of stock prices. Predict the future state using past data.
- Consider stocks from different segment of the market to see the difference in accuracy.
- Consider sentiment as an additional feature to see its impact.

Data Sources:
- Stock prices (stooq.com)
- News headlines (businessinsider.com)

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