Thesis project about Unsupervised anomaly detection on the streaming time-series data of porfolio risk measures and returns.

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.

Simple python library thats implemented EWMA, IIR and Average filter.

This repository consits of: projects and homeworks connected with research area such as Risk Management.

Random Plotly Dash scripts, mostly TA related

Discussed various methodologies that may help while implementing Time Series

An adaptive selector for short-term forecasting of multiple time series. For each time series, it finds the best method from a pool of candidates based on their past performance.

Compute an exponentially weighted mean incrementally.

Swift Struct implementing EWMA / Smooth Sequence of generic values

An adaptive selector for short-term forecasting of multiple time series. For each time series, it finds the best method from a pool of candidates based on their past performance.

Experimental notebooks on blink detection problem by analizing it with simple thresholds, timeseries approach and a ml model.

Exponentially Weighted Probabilistic Hybrid Congestion Control for TCP

Forecasting stock closing prices using statistical, deep learning, and hybrid approaches

EDA performed on timeseries data and different plots to get insights from data visualizations

ब्रह्मन् brahman

Estimation and forecasting of volatility using Financial Timeseries with Copulas. Includes models like GARCH, EWMA and EqWMA. Market risk management using CVaR, EVT, Risk Factors and Monte Carlo Simulation.

Codes for the design and the evaluation of the performance of control charts (Shewhart and EWMA) for a zero-inflated beta (BEZI) distribution