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Description: 灰色理论原理,对数学建模解决预测问题很有用的ppt,如有不足,希望大家多多改正!-Gray theory principle of mathematical modeling to solve the issue of prediction useful ppt, is insufficient, I hope everyone a lot to correct!
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Size: 175104 |
Author: 陈胜 |
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Description: PURPOSE: GARCH(P,Q) parameter estimation with normal innovations using analytic derivatives
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Size: 2048 |
Author: fatemeh |
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Description: PURPOSE: GARCH(P,Q) time series simulation
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Size: 1024 |
Author: fatemeh |
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Description: 多元GARCH的Matlab程序,用于计算GRACH(y,p,q)-Multivariate GARCH in Matlab
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Size: 1024 |
Author: |
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Description: 最基本的garch模型,参数p,q可以自己调整,得到理想结果-fundamental garch model
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Size: 2048 |
Author: 严吉吉 |
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Description: 金融时间序列分析
1. 采用Pandas从Yahoo网上下载上市公司的5到10年的日收盘数据,上证指数的日收盘数据。
2. 计算上市公司和上证指数的收益率,
3. 针对上市公司收益率进行ARMA建模,确定P和q,并对残差进行分析,最后向前预测多期,显示预测图。
4. 针对上市公司收益率进行ARCH建模,确定阶数,并对残差进行分析,最后进行预测。
5. 针对上市公司收益率进行GARCH建模,确定阶数,并对残差进行分析,最后进行预测。(use Arch Model to ananlyse and predict yields from public companies. Python. pandas)
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Size: 424960 |
Author: xting
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Description: 滚动样本+中小板指数+GARCH族+赤迟信息准则(rolling sample test GARCH model)
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Size: 18432 |
Author: smillym |
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