Machine learning is reshaping the way portfolios are built, monitored, and adjusted. Investors are no longer limited to ...

This study investigates advanced portfolio optimization techniques that integrate copula functions and GARCH models to enhance risk-adjusted performance in the European stock market. Traditional ...

Official support for free-threaded Python, and free-threaded improvements Python’s free-threaded build promises true parallelism for threads in Python programs by removing the Global Interpreter Lock ...

Abstract: This paper provides a procedure to analyze and model EEG (electroencephalogram) signal as a time series using ARIMA-GARCH to predict an epileptic attack. The heteroskedasticity of EEG signal ...

16 WAPT's Meteorologist Katie Garch has the latest forecast for Jackson and Central Mississippi. 16 WAPT's Meteorologist Katie Garch has the latest forecast for Jackson and Central Mississippi. No ...

I will first split the data into train and test sets for forecasting later. I will keep the last 30 days for the test set. By decomposing the time series, it can be observed that there is an ...

Microsoft Visual Studio Code is a flexible, cross-platform editor that can be transformed into a full-blown IDE for most any language or workflow. Over the past few years, it has exploded in ...

I perform time series analysis of data from scratch. I also implement The Autoregressive (AR) Model, The Moving Average (MA) Model, The Autoregressive Moving Average (ARMA) Model, The Autoregressive ...

ABSTRACT: To overcome the weaknesses of in-sample model selection, this study adopted out-of-sample model selection approach for selecting models with improved forecasting accuracies and performances.

ABSTRACT: This paper highlights the statistical procedure used in developing models that have the ability of capturing and forecasting the traffic of mobile communication network operating in Vietnam.