Implementation of the Ritchken-Trevor algorithm to price American put options
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Updated
Aug 2, 2017 - Python
Implementation of the Ritchken-Trevor algorithm to price American put options
Performing Time Series analysis using R kernel and Jupyter.
Notebooks on different kinds of Time Series analysis using Python
Time series and regression project. Tools and Models Explored: Times Series Analysis, Linear Regression, ARMA Model, ARIMA Model, and GARCH Model
Time series analysis forecasting
Predicting future movements in the value of Future contract for Japanese yen to U.S. dollar based on historical data. Time Series forecasting and Linear Regression Modeling performed.
Aplicación de distintos modelos de series temporales a las salidas de pasajeros del Aeropuerto de Menorca.
The time-series tools (Time Series Forecasting and Linear Regression Modeling ) in order to predict future movements in the value of the Japanese yen versus the U.S. dollar.
MSc Finance dissertation project at Newcastle University. This project focused on forecasting the volatility of exchange rates involving the Great British Pound using EWMA, GARCH-type and Implied Volatility models.
Microsoft's closing stock price prediction by ARIMA, Decision Tree and GARCH models in R Studio
Time Series Project in R
Use ARMA, ARIMA, and GARCH models in order to predict future movements in the value of the Japanese yen versus the U.S. dollar.
This repository holds 2 Jupyter notebooks and one csv file on Time Series analysis for the A Yen for the Future exercises. The purpose of this code is to demonstrate understanding of time series work in Python: ARMA, ARIMA and related concepts.
Undergraduate Final Project on behalf of Radisha Fanni Sianti
Time series forecasting for Dow Jones Industrial Average using GARCH model
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