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Supplementary material and code for the IEEE Access paper: "Advanced Fault Diagnosis in Milling Machines Using Acoustic Emission and Transfer Learning"
Code repository for Kukacka and Kristoufek (JEDC, 2020): Do 'complex' financial models really lead to complex dynamics? Agent-based models and multifractality
A variation of the Binomial Model to create series with scaling and multifractal properties.
Liu and West filter for univariate Markov Switching Multifractal Model
This repository contains codes for MFDFA and P model in Octave. These codes are part of my thesis work titled "Multifractal and cascade P model analysis for characterizing non-homogeneous turbulenc…
A multifractal model of asset returns, inspired by the 1997 paper by Mandelbrot, Fisher, Calvet.
We are hard pressed to find a concrete implementation of both Benoit Mandelbrot's "A Multifractal Model of Asset Returns" and Edgar E. Peters' "Fractal Market Analysis" so, with apologies to the Au…
I wrote a Master's in Finance thesis on Monte Carlo simulation of the Multifractal Model of Asset Returns. This is a model developed in the late 1990's by Benoît Mandelbrot and his two students, La…
An R package for forecasting volatility, using the Markov Switching Multifractal model.
《Hello 算法》：动画图解、一键运行的数据结构与算法教程。支持 Python, Java, C++, C, C#, JS, Go, Swift, Rust, Ruby, Kotlin, TS, Dart 代码。简体版和繁体版同步更新，English version in translation
List of papers, code and experiments using deep learning for time series forecasting
Choose and subtract Imperical Mode Functions (IMFs) from a EMD analysis of a timeseries
Industrial process, Silicon content, molten iron quality (MIQ) prediction, soft sensor, deep learning, sintering process, blast furnace ironmaking.
arpit5492 / Application-of-machine-learning-algorithms-for-prediction-of-sinter-machine-productivity
Linear Algebra and Its Application(5th version) case study、project、application、exercise、code、notes and textbook
🙌Kart of 234+ projects based on machine learning, deep learning, computer vision, natural language processing and all. Show your support by ✨ this repository.
Comparison of classifier Algorithms on Diabetes Health Indicators Dataset.
Concrete Compressive Strength Prediction using Machine Learning
Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling
Machine Learning helps in predicting the Heart diseases, and the predictions made are quite accurate.
Markov Chain Monte Carlo methods for English Premier League’s winner prediction
Research on MCMC methods for estimating volatility and parameters of continuous GARCH model for option pricing.
What determines the succes of a movie? A Bayesian approach.
This work is a part of a class assignment where I performed the logistic regression on Titanic dataset to predict survival utilizing Bayesian Statistical modelling techniques.
Multiple Linear Regression | Bayesian Analysis
Implementation of Bayesian Regression for STAT 415
Data Analysis Projects using Bayesian inference in R