Quantitative Finance Stack Exchange

0

votes

0

answers

17

views

Rescaled range analysis results in Hurst exponent close to 1 for Brownian motion

time-series brownian-motion hurst-exponent

asked 2 days ago Anest Dhuci 1

0

votes

1

answer

78

views

linear model of price changes

time-series

answered Jun 11 at 14:55 Alex C 6,761

0

votes

1

answer

65

views

How can stationary time series data be used as input in an ML model?

time-series stochastic-processes quant-trading-strategies statistics machine-learning

answered Jun 11 at 14:50 wildbunny 315

0

votes

1

answer

67

views

Exponential Smoothing - Alpha greater than 1

time-series statistics modeling forecasting moving-average

answered Jun 9 at 20:44 Dave Harris 2,186

0

votes

4

answers

139

views

Filling a few missing data in time series?

time-series data statistics forecasting

modified May 26 at 18:35 Bob Jansen♦ 3,795

1

vote

0

answers

38

views

Brownian motion from price-series, what is the time step?

time-series brownian-motion price parameter-estimation

asked May 22 at 9:58 wildbunny 315

1

vote

1

answer

59

views

Forecasting a seasonal series with R

time-series forecast

answered May 21 at 7:14 Richard 9,694

7

votes

1

answer

586

views

Up and Down days in GBPUSD and a Filter

time-series trading backtesting

modified May 20 at 19:02 Community♦ 1

1

vote

0

answers

20

views

Pricing a transfer option for oil

options black-scholes time-series pricing

asked May 16 at 7:26 Cindy88 166

1

vote

3

answers

209

views

Reverse chronological time-series / inverse time-series

time-series

modified May 13 at 15:02 Community♦ 1

1

vote

0

answers

47

views

Log transformation of TS-stationary time series

time-series econometrics

modified May 8 at 10:19 AdB 586

0

votes

1

answer

32

views

Auto-covariance function of station time series

time-series auto-correlation

modified May 7 at 9:03 Community♦ 1

1

vote

0

answers

44

views

Is this a good (partial) autocorrelation or bad?

time-series auto-correlation

asked May 6 at 20:35 mojovski 21

1

vote

1

answer

62

views

Misunderstanding of time series autocovariance

time-series covariance-estimation

modified May 6 at 19:28 numerairX 400

Stack Exchange Network

current community

your communities

more stack exchange communities

Explore Our Questions

Rescaled range analysis results in Hurst exponent close to 1 for Brownian motion

linear model of price changes

How can stationary time series data be used as input in an ML model?

Exponential Smoothing - Alpha greater than 1

Filling a few missing data in time series?

Brownian motion from price-series, what is the time step?

Forecasting a seasonal series with R

Up and Down days in GBPUSD and a Filter

Pricing a transfer option for oil

Reverse chronological time-series / inverse time-series

Log transformation of TS-stationary time series

Auto-covariance function of station time series

Is this a good (partial) autocorrelation or bad?

Misunderstanding of time series autocovariance

Hot Network Questions