ewma
Here are 15 public repositories matching this topic...
Simple python library thats implemented EWMA, IIR and Average filter.
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Oct 10, 2020 - Python
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
This repository consits of: projects and homeworks connected with research area such as Risk Management.
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Jul 12, 2024 - Jupyter Notebook
Discussed various methodologies that may help while implementing Time Series
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Aug 17, 2020 - Jupyter Notebook
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
Compute an exponentially weighted mean incrementally.
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Aug 3, 2024 - JavaScript
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
Experimental notebooks on blink detection problem by analizing it with simple thresholds, timeseries approach and a ml model.
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Oct 2, 2021 - Jupyter Notebook
Exponentially Weighted Probabilistic Hybrid Congestion Control for TCP
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Mar 2, 2023 - C++
EDA performed on timeseries data and different plots to get insights from data visualizations
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Aug 23, 2022 - Jupyter Notebook
Swift Struct implementing EWMA / Smooth Sequence of generic values
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Sep 12, 2017 - Swift
Codes for the design and the evaluation of the performance of control charts (Shewhart and EWMA) for a zero-inflated beta (BEZI) distribution
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Mar 9, 2021 - R
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