ewma
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MSc Finance dissertation project at Newcastle University. This project focused on forecasting the volatility of exchange rates involving the Great British Pound using EWMA, GARCH-type and Implied Volatility models.
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Feb 7, 2024 - Python
Simple python library thats implemented EWMA, IIR and Average filter.
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Oct 10, 2020 - Python
Random Plotly Dash scripts, mostly TA related
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Jul 22, 2019 - Python
An adaptive selector for short-term forecasting of multiple time series. For each time series, it finds the best method from a pool of candidates based on their past performance.
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Apr 2, 2018 - Python
An adaptive selector for short-term forecasting of multiple time series. For each time series, it finds the best method from a pool of candidates based on their past performance.
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Dec 14, 2017 - Python
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