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time series data modeling for deep learning

time-series historical-data prediction neural-networks

answered 19 hours ago lehalle 7,694

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Reverse chronological time-series / inverse time-series

time-series

modified Sep 10 at 16:00 Community♦ 1

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109

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Standard GARCH(1,1) model with external regressors

time-series garch models

answered Sep 9 at 14:49 Markus Hauschel 21

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Combining SARIMA and GARCH model for prediction in python

time-series garch arma arima arch

asked Sep 5 at 11:59 BlueMango 6

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8

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Is R being replaced by Python at quant desks?

time-series statistics r python quants

modified Sep 3 at 20:29 statquant 838

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Hurst exponent of stock using R/S analysis

time-series stationarity hurst-exponent

asked Aug 28 at 7:59 gary 11

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Is there such a thing as resonance in economic underliers?

time-series research quantitative economics nonlinear

modified Aug 27 at 18:02 Community♦ 1

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45

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SARIMA+GARCH model

time-series programming garch

modified Aug 27 at 8:23 Vitomir 498

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37

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tick/book data vs bar data, worth the infrastructure investment?

time-series modeling bitcoin hardware

asked Aug 24 at 15:17 Curtis 11

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26

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how to model NGARCH using 5min frequency data?

volatility time-series garch high-frequency market-microstructure

asked Aug 22 at 19:33 Jinhan zheng 11

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30

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Serial Correlation in Rolling Change Linear Regression Models

time-series regression auto-correlation

modified Aug 21 at 20:23 user42299 6

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56

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Difference between Predicting stock returns and Forecasting stock Returns?

equities time-series forecasting machine-learning asset-returns

asked Aug 19 at 3:39 Azam Yahya 21

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79

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Fama French Three Factor Model: How do I get the risk premia?

equities time-series regression

answered Aug 17 at 22:44 demully 743

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How to implement Time varying EWMA cross correlation in STATA?

time-series statistical-finance

modified Aug 17 at 16:44 Alex C 7,234

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