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Active 1 Bountied Hot Week Month

0

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1

answer

21

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Best method to determine future success or to determine best linearity?

time-series statistics regression statistical-finance analysis

modified 10 hours ago stans 171

0

votes

2

answers

48

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Estimating the variance of returns with aggregated data

time-series statistics variance estimation

modified yesterday Richard Hardy 1,454

1

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0

answers

65

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Style analysis and Kalman Filter

programming time-series kalman analysis

modified Jan 20 at 22:27 Pleb 608

30

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4

answers

17k

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Performance of Open Source Time Series Database for Financial Market Data

time-series database

modified Jan 20 at 18:40 Sergei Rodionov 206

1

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0

answers

31

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Defining the Average Length of Business Cycle using AR(p) model

time-series

asked Jan 16 at 23:38 IDontKnowCode 11

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0

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32

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How to deal with blank entries in computing log growth

volatility equities time-series garch

asked Jan 13 at 16:31 lef00035 11

8

votes

1

answer

647

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Up and Down days in GBPUSD and a Filter

time-series trading backtesting

modified Jan 9 at 22:04 Community♦ 1

2

votes

1

answer

162

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GARCH(1,1)-M MLE optimization with fmincon in R

options programming time-series garch estimation

modified Jan 8 at 20:01 Community♦ 1

3

votes

5

answers

350

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Technical Indicators reference

equities time-series regression prediction moving-average

answered Jan 8 at 0:15 Dshiz 111

0

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1

answer

43

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Performance attribution of indices to their sector weights

time-series statistics asset-returns

modified Jan 5 at 18:03 Community♦ 1

3

votes

1

answer

951

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How to fit exogenous + GARCH Model In Python?

time-series garch econometrics estimation python

answered Jan 3 at 15:17 P RAY 1

2

votes

3

answers

494

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Reverse chronological time-series / inverse time-series

time-series

modified Jan 2 at 19:03 Community♦ 1

2

votes

0

answers

18

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Interest Expense Optimization

time-series optimization

asked Dec 30 '20 at 15:12 thenoobie 21

2

votes

1

answer

54

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Simulating correlated Geometric Brownian Motion with lag

time-series correlation simulations geometric-brownian

answered Dec 29 '20 at 22:18 Xiaohuolong 361

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