Presentation and notebook for the lightning talk A Quick Intro to Hidden Markov Models Applied to Stock Volatility presented in R/Finance 2017.
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Updated
May 18, 2017 - HTML
Presentation and notebook for the lightning talk A Quick Intro to Hidden Markov Models Applied to Stock Volatility presented in R/Finance 2017.
Quantitative Finance, Financial Machine Learning and visualizations Notebooks
Public repo of some of my options modeling projects
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.
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