GitHub - brkalp/Thesis: Events study: Kalman filter and neural network applications with a case study on M&A price run-ups

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Events study: Kalman filter and neural network applications with a case study on M&A price run-ups

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Name		Name	Last commit message	Last commit date
Latest commit History 142 Commits
Thesis		Thesis
README		README
Stochastic model identification and model metrics with deep learning applications.pdf		Stochastic model identification and model metrics with deep learning applications.pdf

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Hello and welcome to my page!

Here you can find my thesis, Stochastic model identification and model metrics with deep learning applications.

I used market model, Kalman filter, ARIMA and ANN to analyze outliers and price abnormalities around outliers.

In the files you will see my codes.
Special thanks to rpy2, Keras and pmd.arima authors.