В 2013 году Юджин Фама стал лауреатом нобелевской премии по экономике, разработавший гипотезу эффективного рынка. Данная гипотеза подразумевает, что вся существенная информация сразу и полностью отражается на рынках ценных бумаг. В этом случае ни один из участников рынка не имеет преимуществ над другими. Впрочем, эта гипотеза имеет некоторые...
Всем привет! В этой статье я хочу рассказать про базовый пайплайн в прогнозировании временных рядов с помощью нейронных сетей, в данном случае, наверное, с самыми сложными временными рядами для анализа — финансовыми данными, которые имеют случайную природу, и, казалось бы, непредсказуемые. Или все-таки нет? Вступление Я сейчас учусь на...
Welcome to our online textbook on forecasting. This textbook is intended to provide a comprehensive introduction to forecasting methods and to present enough information about each method for readers to be able to use them sensibly. We don’t attempt to give a thorough discussion of the theoretical details behind each method, although the...
Christoph Hanck, Martin Arnold, Alexander Gerber and Martin Schmelzer
www.econometrics-with-r.org
Beginners with little background in statistics and econometrics often have a hard time understanding the benefits of having programming skills for learning and applying Econometrics. ‘Introduction to Econometrics with R’ is an interactive companion to the well-received textbook ‘Introduction to Econometrics’ by James H. Stock and Mark W. Watson (2015). It gives a gentle introduction to the essentials of R programming and guides students in implementing the empirical applications presented throughout the textbook using the newly aquired skills. This is supported by interactive programming exercises generated with DataCamp Light and integration of interactive visualizations of central concepts which are based on the flexible JavaScript library D3.js.
is a Python module that provides classes and functions for the estimation of many different statistical models, as well as for conducting statistical tests, and statistical data exploration. An extensive list of result statistics are available for each estimator. The results are tested against existing statistical packages to ensure that they...
네 화났어요 :-(
시장은 SB입니다.
시장은 SB입니다.
설마
Keras의 MLP를 사용한 금융 시계열 예측
확률론적 전문가보다 구독자가 더 많습니다.
일종의 잡동사니
여기 규칙이 있습니다. 계량 경제학 핸드북
https://otexts.com/fpp2/
일종의 잡동사니
여기 규칙이 있습니다. 계량 경제학 핸드북
https://otexts.com/fpp2/
계량 경제학에 대한 또 다른 좋은 책 . 또한 R을 사용하고 R bookdown 패키지 를 사용하여 만들었습니다.
계량 경제학에 대한 또 다른 좋은 책 . 또한 R을 사용하고 R bookdown 패키지 를 사용하여 만들었습니다.
네, 좋아요. 그리고 파이썬을 위한 특별한 것이 있습니다. https://www.statsmodels.org/devel/index.html