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Dmitriy's user avatar
Dmitriy's user avatar
Dmitriy's user avatar
Dmitriy
  • Member for 8 years, 5 months
  • Last seen more than a month ago
  • no
  • Moscow, Russia
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About

Risk manager, algotrader, programmer, researcher.

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Top posts
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question
2
ARMA-GARCH model, bset model selection and confidence levels calculations
Mar 22, 2016
question
2
distribution of AR, MA coefficients estimation in ARMA-GARCH models
Apr 6, 2016
question
2
Problem with Hurst exponent estimation for ARFIMA models
May 2, 2019
question
2
Reducing possible models count for calibration in ARFIMA-GARCH models
May 7
question
1
Misunderstanding of time series autocovariance
May 6, 2019
question
1
Log transformation of TS-stationary time series
May 7, 2019
question
1
Distribution of AR and MA polynoms roots in ARMA/ARMA-GARCH models
Apr 14, 2016
question
1
Information criteria via different GARCH models
Jun 27, 2017
question
0
Condition expectation calculation examples and theory [closed]
May 28, 2019
question
0
Black-Litterman model with only positive weights
May 11, 2021
Top network posts
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14
Asynchronous Where Filter with Linq
12
How to add global exception handler for gRPC services in ASP.NET Core?
7
Problem with owned types mapping in EF Core 3.0
6
Rscript running trouble with TMPDIR via plink -ssh on Windows
5
gRPC ASP.NET Core. Passing custom typed objects in .proto file