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Consistent offset/lag in time-series prediction using Neural Network (all code provided)

time-series forecasting prediction bitcoin neural-networks

answered 7 hours ago lehalle 8,532

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How can the different r2 score of an AR(1) model on prices vs. returns be explained

programming time-series regression

modified Aug 8 at 11:59 KIC 101

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53

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Do stationary prices need to be differenced for VaR?

time-series futures simulations value-at-risk stationarity

answered Aug 3 at 3:42 kurtosis 894

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Augmented Dickey-Fuller Test/ Unit Root test on multiple time series dataframe in R

time-series equities r multivariate

modified Aug 2 at 1:14 Jacek Karasiński 1

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Working with 1 minute bar returns - do I throw out the first return of the day?

time-series market-data historical-data

answered Aug 1 at 20:24 kurtosis 894

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how to interpret the results of a GARCH model fit R/python

volatility programming time-series garch statistical-significance

asked Jul 30 at 14:33 Luigi87 61

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294

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ARIMA model coefficients from discontinuous data series

time-series r stochastic-processes fx arima

modified Jul 27 at 11:17 oliversm 982

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57

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How to use autocorrelation plot to interpret time series data?

time-series statistics statistical-finance auto-correlation stationarity

modified Jul 24 at 4:11 nhoj 91

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Relationship between Data Size and Arima Prediction Interval Width?

time-series prediction

modified Jul 24 at 2:05 Community♦ 1

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What can one do with cross-sectional relationships?

time-series trading factor-models research data-mining

asked Jul 21 at 4:00 confused 516

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Building Financial Data Time Series Database from scratch

time-series data finance historical-data database

modified Jul 20 at 13:12 chjortlund 620

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How to use statsmodels' Granger causality test to measure the lag between two time series?

time-series python

answered Jul 19 at 20:34 Thomas W 11

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How to connect Bloomberg's xbbp api to “Bloomberg Anywhere”

programming time-series bloomberg tick-data

asked Jul 18 at 23:40 Gorlomi 111

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Modelling volatility for higher frequency data

volatility time-series garch stochastic-volatility forecasting

modified Jul 18 at 13:49 s5s 275

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