GARCH models to forecast time-varying volatility and value-at-risk in R
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Updated
Feb 7, 2023 - R
GARCH models to forecast time-varying volatility and value-at-risk in R
Predecitve model for Stock Return forecast (future prediction) for FTS100 Tech-Mark Series (top technical firms) in UK listed on London Stock Exchange
ARIMA and GARCH modelling
Time Series forecasting and linear regression modelling of currency price action
Time Series forecasting and linear regression modelling of currency price action.
Modeling Value-at-Risk of a Mongolian Exchange Rae (MNT/USD) using the GARCH type model in Python
This is a capstone research project for my Certificate in Applied Data Science (CADS) at my undergraduate institution, Wesleyan University, on the topic of "Understanding the Variances in COVID-19 Pandemic Outcome - Excess Mortality - with Social, Cultural, and Environmental Factors", sponsored by Prof. Maryam Gooyabadi.
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