GitHub

Factor Augmented Network Informed Restricted Vector Autoregression

├── LICENSE <- Open-source license if one is chosen ├── Makefile <- Makefile with convenience commands like `make data` or `make train` ├── README.md <- The top-level README for developers using this ...
GitHub

A comparison of Classical Analytical Techniques versus Modern Data Science Techniques in the forecasting of oil well production over the lifetime of the well.

In this paper I detail various methods of analyzing oil well production using a combination of both machine learning algorithms and modern analysis techniques. My findings show that using these ...
cmu.edu

Market Microstructure and Algorithmic Trading

Trading is central to the investment process. This course presents foundational concepts and current issues relating to trading in financial markets including algorithmic and high frequency strategies ...
IEEE

Automating Vector Autoregression on Electronic Patient Diary Data

Abstract: Finding the best vector autoregression model for any dataset, medical or otherwise, is a process that, to this day, is frequently performed manually in an iterative manner requiring a ...
Investopedia

Understanding Time Series: Analyzing Data Trends Over Time

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
IEEE

Research of Network Traffic Anomaly Detection Model Based on Multilevel Autoregression

Abstract: Real-time anomaly detection of network traffic is an important research field of network security. Network behavior can be characterized by the distribution of characteristic parameters, in ...