Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes
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Oct 1, 2023 - Julia
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arfima
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The Tidymodels Extension for GARCH models
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Aug 11, 2022 - R
Implement ARIMA and ARFIMA to forecast returns
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Jun 2, 2020 - Jupyter Notebook
Julia package to generate, estimate, and forecast long memory processes
time-series
forecasting
time-series-analysis
long-range-dependence
har-model
fractional-differencing
arfima
long-memory
strong-persistence
cross-sectional-aggregation
stochastic-duration-shock
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Jan 26, 2024 - Julia
fractional dynamical model estimation with unknown unknowns
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Sep 5, 2020 - Jupyter Notebook
LNU Diploma
machine-learning
r
telegram-bot
jupyter-notebook
data-analysis
cryptocurrency-trading-bot
python39
arfima
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Nov 27, 2022 - Jupyter Notebook
In this repository I will share my Engineering Thesis about application of ARFIMA models in forecasting raw materials prices in R.
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Jun 20, 2022 - HTML
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