This course is immediately available. In the final chapter, you will create a model that combines ARIMA and GARCH models from scratch. It is capable of outperforming the buy.&Strategy: Amp;hold (so you can invest long-term).
Holczer Balazs – Quantitative Finance & Algorithmic Trading II – Time Series
This course is all about time series analysis. R will be used as the programming language, and RStudio the integrated development environment.
Important! Only enroll in this course if your interest is in mathematics and statistics.!
This course aims to build a model that can forecast future stock prices. The most important concepts related to time series will be covered:
white noise
Moving average model
autoregressive model
conditional heteroskedastic models
In the final chapter, you will create a model (which combines ARIMA/GARCH models) that can outperform your buy.&Strategy: Amp;hold (so you can invest long-term).
Archive: http://archive.is/0RWSS
Download immediately Holczer Balazs – Quantitative Finance & Algorithmic Trading II – Time Series
Here’s what you’ll get in Holczer Balazs – Quantitative Finance & Algorithmic Trading II – Time Series
Course Features
- Lectures 1
- Quizzes 0
- Duration 10 weeks
- Skill level All levels
- Language English
- Students 45
- Assessments Yes