Finding Cointegrated Crypto Pairs with Binance API
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May 31, 2021 - Jupyter Notebook
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cointegration-analysis
Here are 10 public repositories matching this topic...
This project is about energy efficiency and renewable energy topic. Developed multivariate time series model to forecast global warming. Analyzed various causes of global warming including energy consumption, emissions; examined correlation and causality of temperature, CO2 concentration, population time series. Discovered the logical connection…
energy
energy-data
energy-consumption
energy-efficiency
renewable-energy
timeseries-analysis
multivariate-timeseries
population-data
timeseries-forecasting
granger-causality-analysis
cointegration-analysis
earth-surface-temperature
carbon-dioxide-concentration
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Sep 29, 2020 - Jupyter Notebook
Supporting code for UvA Masters of Quantitative Finance thesis in CDS/Bonds arbitrage trading
cds
vecm
financial-data
bonds
financial-markets
timeseries-analysis
vectorautoregressive
arbitrage-trading
cointegration-analysis
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Jun 8, 2021 - Jupyter Notebook
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Jul 15, 2023 - Jupyter Notebook
This repository of codes includes in the R and Python programs used in the six chapters of my published book titled "Analysis and Forecasting of Financial Time Series: Selected Cases". The book is published by Cambridge Scholars Publishing, New Casle upon Tyne, United Kindoam, in 2022.
portfolio
time-series
risk-analysis
risk
lstm-model
portfolio-optimization
hierarchical
optimization-algorithms
lstm-neural-networks
mean-variance-optimization
hierarchical-clustering
time-series-analysis
time-series-prediction
time-series-forecasting
garch-models
gjr-garch
cointegration-strategy
egarch
cointegration-analysis
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Sep 29, 2022
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Sep 16, 2021 - R
The code lets you create, plot, estimate Vector Error Correction Models on FANG stocks.
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Mar 19, 2021 - R
Tanulmányomban az egy főre eső GDP és munkanélküliség teljes termékenységi arányszámra gyakorolt hatását elemzem. A választott eszközök között szerepel az Engel-Granger kointegrációs teszt, amellyel megerősítettem a hipotézist, hogy szomszédos országok termékenységi rátájának alakulása általában nagyobb egyezőséget mutat, melynek magyarázata leh…
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Dec 21, 2020
Time series preprocessing. (G)ARCH, VECM, VAR modeling on stock data.
time-series-analysis
stationarity
acf-pacf
cointegration-analysis
vector-autoregression-models
vector-error-correction-model
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Sep 27, 2023 - R
This project aims to delve into the intricate relationships between Foreign Direct Investment (FDI), government debt, and Gross Domestic Product (GDP) using a detailed empirical analysis.
python
numpy
jupyter-notebook
eda
pandas
data-analytics
vecm
time-series-analysis
correlation-analysis
time-series-data
cointegration-analysis
stationarity-test
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Oct 11, 2024 - Jupyter Notebook
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