Christian Philip Monteiro Tommasi / Venditore
Prodotti pubblicati
ARIMA consists of analyzing the behavior of financial time series and estimating their probable future direction. This system is based on two econometric models widely used in quantitative finance: ARIMA and GARCH. ARIMA is used to identify directional tendencies in price movements, while GARCH is employed to estimate expected market volatility. Drawing on academic studies in Statistics and quantitative analysis, the methodology combines mathematical modeling with statistical interpretation of