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...
Evet sinirliyim :-(
Piyasa SB'dir.
Piyasa SB'dir.
tam olarak değil
Keras'ta MLP ile Finansal Zaman Serileri Tahmini
Stokastik bir uzmandan daha fazla abonem var
Bir çeşit hodgepodge
İşte kurallar. ekonometri el kitabı
https://otexts.com/fpp2/
Bir çeşit hodgepodge
İşte kurallar. ekonometri el kitabı
https://otexts.com/fpp2/
Ekonometri üzerine güzel bir kitap daha . Ayrıca R kullanarak ve ayrıca R bookdown paketi kullanılarak yapılmıştır
Ekonometri üzerine güzel bir kitap daha . Ayrıca R kullanarak ve ayrıca R bookdown paketi kullanılarak yapılmıştır
Evet iyi. Bir de python'a özel var. ya https://www.statsmodels.org/devel/index.html