MATH-342 Time Series course taken at EPFL during Spring 17-18.
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Updated
May 9, 2019 - R
MATH-342 Time Series course taken at EPFL during Spring 17-18.
[R] Statistical analysis of financial data conducted in R
Trabalho realizado para aprovação na disciplina de Análise de Séries Temporais. Foi realizado a análise e modelagem da serie temporal da entrega de fertilizantes ao mercado brasileiro em mil toneladas no período mensal de janeiro de 1998 até abril de 2020 (Fonte: ANDA)
Can a Long Short-Term Memory Model Produce Accurate Stock Price Predictions?: A Deep Learning Approach to Predicting Apple Inc. Stock Price.
Financial Time Series Analysis
Predictive analysis and GARCH model on stock returns. I demonstrate how to use the PACF (partial autocorrelation function) and ACF (autocorrelation function) on a non stationary time series.
Used time series model to forecast
total raw governmental industry employment data from January 1 1939 to October 30 2019. Time Series analysis to forecast employment from October 2019-October 2020.
Modeling option prices of Bitcoin indices on a specified time interval.
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