fischlerben / Yen-vs-US-DollarView on GitHub
Python-written project that utilizes Time Series analysis, along with a Linear Regression model, to forecast the price of the Japanese Yen vs. the US Dollar. ARMA, ARIMA, and GARCH forecasting models included, as well as decomposition using the Hodrick-Prescott filter. In-Sample and Out-of-Sample performance metrics used to evaluate Linear Reg…
☆10Jan 22, 2021Updated 5 years ago

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