ewma

There are 0 repository under ewma topic.

• SimonWesterlindVPD / AnomalyDetectionOnRisk

  Thesis project about Unsupervised anomaly detection on the streaming time-series data of porfolio risk measures and returns.

  anomalydetectionlstmhtmewmagarchfinancerisk
  Language:Python 21

• boyla950 / predicting-the-pound

  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.

  egarchewmaforecastinggarchgjr-garchimplied-volatilityols-regressiontgarchtime-series-analysisvolatility-modeling
  Language:Python 4

• stonatm / python_filtering_data

  Simple python library thats implemented EWMA, IIR and Average filter.

  averageiirewmaalphapythonfilterdatamathplotliblibraryiir-filterewma-filtermicropython
  Language:Python 4

• bjam24 / agh-quantitative-measures-of-market-risk

  This repository consits of: projects and homeworks connected with research area such as Risk Management.

  rate-of-returnvalue-at-riskewmagarchhistoricalportfoliorisk-managementrisk-analysisrisk-modellingexpected-shortfallcorrelation
  Language:Jupyter Notebook 3

• graffenwalder / dashSnips

  Random Plotly Dash scripts, mostly TA related

  dashboarddashplotlytechnical-analysiskmeansbollinger-bandsewma
  Language:Python 2

• osa-decentralized / forecastonishing

  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.

  adaptive-learningewmaretailon-the-flyadaptive-selection
  Language:Python 2

• SriShaleen / Time-Series-Forecast-Snippets

  Discussed various methodologies that may help while implementing Time Series

  deep-learningdemand-forecastingewmamoving-averageprophet-modelsarimaxstatsmodelstimeseries-forecastingvarma
  Language:Jupyter Notebook 2

• stdlib-js / stats-incr-ewmean

  Compute an exponentially weighted mean incrementally.

  nodejsjavascriptstdlibnodenode-jsstatisticsstatsmathematicsmathaverageavgmeanweightedexponentialmoving-averageemaewmaincrementalaccumulator
  Language:JavaScript 2

• mustafahakkoz / Blink_Detection_Experiments

  Experimental notebooks on blink detection problem by analizing it with simple thresholds, timeseries approach and a ml model.

  blink-detectiontime-series-analysisewmaoutlier-detectionpacfacfarimaeye-aspect-ratiosupport-vector-machines
  Language:Jupyter Notebook 1

• osahp / forecastonishing

  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.

  adaptive-learningadaptive-selectionewmafmcgon-the-flyretail
  Language:Python 1

• arakitz / BEZIcharts

  Codes for the design and the evaluation of the performance of control charts (Shewhart and EWMA) for a zero-inflated beta (BEZI) distribution

  ewmaspczero-inflation
  Language:R 0

• shun159 / brahman

  ब्रह्मन् brahman

  elixirdnsnetworkingewmaloadbalancerserver
  Language:Elixir 0

• hishamcse / EWPHCC-Congestion-Control-NS2-Project

  Exponentially Weighted Probabilistic Hybrid Congestion Control for TCP

  congestion-controlewmans2probabilistic-programmingsatellitetcptcp-vegaswired-cum-wirelesswired-networkswireless-network
  Language:C++

• JacopoMangiavacchi / SwiftSmoothSequence

  Swift Struct implementing EWMA / Smooth Sequence of generic values

  swiftsmoothing-sequencesewma
  Language:Swift

• manasik29 / Time_Series_Forecasting_EDA

  EDA performed on timeseries data and different plots to get insights from data visualizations

  edainsightsplots-chartsplots-in-pythonvisualisationsacf-pacfforecastinggraphstimeseries-analysistimeseries-datatimeseries-forecastingcmaewaewmamoving-averagesimple-moving-average
  Language:Jupyter Notebook