This repository contains various Python scripts developed for data analysis, visualization, and statistical modeling as part of my bachelor thesis. Additionally, the repository includes my completed thesis and presentation slides.
This Jupyter Notebook includes:
- Generation and analysis of Autoregressive (AR) processes.
- Visualization of unit roots and characteristic polynomials.
- Application of the Augmented Dickey-Fuller (ADF) test for stationarity.
This script provides utility functions for:
- Generating AR, MA, and ARMA processes.
- Manually simulating AR and MA processes.
- Plotting unit roots of the characteristic polynomial.
This Jupyter Notebook includes:
- Downloading and analyzing historical market data using
yfinance. - Calculating and visualizing daily returns.
- Plotting Autocorrelation Function (ACF) and Partial Autocorrelation Function (PACF).
To run the scripts and notebooks, you need to have Python installed along with the following packages:
You can install the required packages using pip:
pip install -r requirements.txt