Identified the most appropriate Time-Series method to forecast drought in African countries, acting as a critical early warning for drought managements
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Updated
Mar 26, 2020 - R
Identified the most appropriate Time-Series method to forecast drought in African countries, acting as a critical early warning for drought managements
I perform time series analysis of data from scratch. I also implement The Autoregressive (AR) Model, The Moving Average (MA) Model, The Autoregressive Moving Average (ARMA) Model, The Autoregressive Integrated Moving Average (ARIMA) Model, The ARCH Model, The GARCH model, Auto ARIMA, forecasting and exploring a business case.
Option pricing and Delta hedging performance comparison between Black and Scholes vs Artificial Neural Network
Using time series tools to predict future movements in the value of the Japanese yen versus the U.S. dollar.
This repo is about forecasting the Yen movements in order to know whether to be long or short.
Time-series forecasting and linear regression modeling in order to predict future movements in the value of the Japanese yen versus the U.S. dollar.
Python-written project that utilizes Time Series analysis, along with a Linear Regression model, to forecast the price of the Japanese Yen vs. the US Dollar. ARMA, ARIMA, and GARCH forecasting models included, as well as decomposition using the Hodrick-Prescott filter. In-Sample and Out-of-Sample performance metrics used to evaluate Linear Regre…
Specify and fit GARCH models to forecast time-varying volatility and value-at-risk.
Test the many time-series tools in order to predict future movements in the value of the Canadian dollar versus the Japanese yen.
This project uses the many time-series tools (Hodrick-Prescott Filter, ARMA, ARIMA and GARCH models, linear regression, etc.) to predict future movements in the value of the Japanese yen versus the U.S. dollar.
Time series forecasting for Dow Jones Industrial Average using GARCH model
Contains financial studies work, including capital markets, corporate finance and other topics.
A dashboard for helping beginners identify trading opportunities through technical analysis, fundamental analysis, and possible future projections.
The project involves the analysis and forecasting of time series on financial data.
Explore TESLA stock price (time-series) using ARIMA & GARCH model.
Calculation of Value at Risk using Generalized normal distribution, EGARCH and GARCH + EVT
Code for value-at-risk calculation and backtesting.
Predicts future movements in the value of the Canadian dollar versus the Japanese yen using Time Series Modelling and Regression Analysis.
SP500 index statistical analysis and modeling
For this project, I used Bitcoin's daily closing market price dataset from Jan 2012 to March 2021 Kaggle. This work's main objective includes explaining how to analyze a time series and forecast its values using ARIMA and GARCH models.
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