Engineering Alpha

Engineering Alpha

How Good is Stochastic Gradient Descent in Predicting Time Series?

Step-by-Step Guide to Create the SGD Machine Learning Model

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Feb 27, 2025
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Continuing with our quest to master simple and complex machine learning time series models, in this article, we’ll delve into how stochastic gradient descent (SGD) works and how it can be leveraged to make predictions.

Stochastic Gradient Descent

SGD regression is a powerful optimization technique used for training machine learning models, particularly li…

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