A stock price prediction model based on ARMA and GARCH

ARIMA model from scratch using numpy and pandas.

使用经典的AR、MA、ARMA、ARIMA、ARCH、GARCH时间序列模型进行模型的检验和拟合。The classic AR, MA, ARMA, ARIMA, ARCH, GARCH time series models are used to test and predict the model.

📈 Application of neural networks in the prediction of PETR4.SA shares, compared with statistical models

In the second semester of 2021 - 2022, I took the course "Stochastic Process", which included programming exercises and projects in MATLAB language in the above files and you can see.

Machine learning model built for IBM Hack 2020 challenge. ⚙️

R Time series packages not included in CRAN Task View: Time Series Analysis

In this section, we will estimate airline passengers using time series methods.

In this section, we will perform time series analysis by participating in the Gdz Elektrik Datathon 2023 competition.

In this section, we will examine the Statistical Methods in time series analysis.

Predicting Change in GDP of the United States

This repo is about forecasting the Yen movements in order to know whether to be long or short.

Testing various time-series tool to predict future movements in the value of the Japanese yen versus the U.S. dollar.

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.

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.

Test the many time-series tools in order to predict future movements in the value of the Canadian dollar versus the Japanese yen.

The project involves the analysis and forecasting of time series on financial data.

Forecasted with Time Series Analysis and Regression for a potential outlook on the volatility of the yen. For the regression analysis, the preparation of the data required lagging returns, and after was used for a Linear Regression model. As for the Time Series Analysis, a Hodrick-Prescott filter was used which was followed by ARMA and ARIMA for…

Test various time-series Models to predict future movements in the value of the Japanese yen versus the U.S. dollar.

In this project, I will use time series models to forecast the future outcome of the yen versus the US dollar.