Stat-Wizards / Forcasting-A-Time-Series-Stock-Market-Data
A Comparative Analysis of a Real Close-price Stock Market Data with The Classical Time Series, Machine Learning and a Single Layered Neural Network Model
☆21Updated 4 years ago
Alternatives and similar repositories for Forcasting-A-Time-Series-Stock-Market-Data:
Users that are interested in Forcasting-A-Time-Series-Stock-Market-Data are comparing it to the libraries listed below
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated 5 years ago
- R package AssetAllocation☆34Updated last year
- ☆42Updated 6 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆22Updated 4 years ago
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…☆38Updated 6 months ago
- Please refer to attached full report. Introduction ESG is abbreviate of the environment, social responsibility, and corporate governanc…☆20Updated 6 years ago
- Various risk analysis projects in R, applying extreme value theory, copula modeling, and value-at-risk backtesting to real world stock da…☆15Updated 4 years ago
- R package for high frequency time series data management☆62Updated 2 weeks ago
- Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Myklan…☆16Updated 11 months ago
- Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.☆10Updated 3 years ago
- The Tidymodels Extension for GARCH models☆34Updated 2 years ago
- R presentation files (knitr, shiny, etc.)☆12Updated 2 weeks ago
- This repository hosts the source code for the website tidy-finance.org☆95Updated this week
- CRAN Task View: Empirical Finance☆13Updated 5 months ago
- Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performa…☆18Updated 4 years ago
- Daily kata from Quantitative Investment Portfolio Analytics In R☆14Updated 5 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆13Updated 6 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆25Updated 3 years ago
- ☆28Updated 4 years ago
- NYU Tandon lecture slides☆31Updated 2 weeks ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆17Updated 10 months ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆31Updated 2 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆26Updated 8 years ago
- ☆11Updated 4 years ago
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated 4 months ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆42Updated 4 years ago
- Stock prediction using xgboost and knn classification done in R☆29Updated 6 years ago
- trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the …☆60Updated 5 years ago
- Thinkful data science program portfolio☆14Updated 4 years ago
- ☆45Updated 10 years ago