This repository of codes includes the R and Python programs used in the six chapters of my published book titled "Analysis and Forecasting of Financial Time Series: Selected Cases". The book is published by Cambridge Scholars Publishing, New Castle upon Tyne, United Kindom, in October, 2022.
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This repository of codes includes in the R and Python programs used in the six chapters of my published book titled "Analysis and Forecasting of Financial Time Series: Selected Cases". The book is published by Cambridge Scholars Publishing, New Casle upon Tyne, United Kindoam, in 2022.
JaydipSen/Analysis-and-Forecasting-of-Financial-Time-Series-Selected-Cases
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This repository of codes includes in the R and Python programs used in the six chapters of my published book titled "Analysis and Forecasting of Financial Time Series: Selected Cases". The book is published by Cambridge Scholars Publishing, New Casle upon Tyne, United Kindoam, in 2022.
Topics
portfolio
time-series
risk-analysis
risk
lstm-model
portfolio-optimization
hierarchical
optimization-algorithms
lstm-neural-networks
mean-variance-optimization
hierarchical-clustering
time-series-analysis
time-series-prediction
time-series-forecasting
garch-models
gjr-garch
cointegration-strategy
egarch
cointegration-analysis
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