1. Algoritmos de clasificación de operaciones financieras / 2. Liquidez (horquillas y profundidad) / 3. Descomposición de horquillas / 4. Modelos basados en series temporales
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Updated
Jul 5, 2021 - R
1. Algoritmos de clasificación de operaciones financieras / 2. Liquidez (horquillas y profundidad) / 3. Descomposición de horquillas / 4. Modelos basados en series temporales
With the help of a brand new KATS package, we can detect outliers, change points, and build very strong Time Series Analysis models. By inspecting this repository you can get a solid vision of KATS on real Covid-19 data of Azerbaijan.
Shows the basic value at risk (VAR) and conditional value at risk (CVAR) analysis on yfinance collected data using Python.
An implementation of several OOP concepts in java
Calculate the standard deviation of a single-precision floating-point strided array ignoring NaN values and using Welford's algorithm.
Calculate the variance of a strided array ignoring NaN values and using Welford's algorithm.
difference between var let and const on JavaScript
Aplicação do VaR para prever perdas futuras de ativos de uma carteira de investimentos
Calculate the variance of a single-precision floating-point strided array ignoring NaN values and using a one-pass algorithm proposed by Youngs and Cramer.
Calculate the variance of a single-precision floating-point strided array ignoring NaN values and using a two-pass algorithm.
Calculate the standard deviation of a double-precision floating-point strided array ignoring NaN values and using a one-pass textbook algorithm.
Compute a moving coefficient of variation (CV) incrementally.
Calculate the standard deviation of a strided array ignoring NaN values.
Calculate the variance of a strided array ignoring NaN values and using a one-pass textbook algorithm.
2019.02.21 우수상 롯데그룹 온라인 쇼핑몰의 온라인 행동데이터를 이용하여 온라인 선호지수 및 주요 상품군별 수요트렌드 예측
Value at Risk (VaR) and Sharpe Ratio computations of securities on the Australian Stock Exchange (ASX).
Jvascript concise notes
Calculate VaR of Tesla Equity share with Historical, Variance-Covariance and MonteCarlo simulations methods
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