Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes
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Oct 1, 2023 - Julia
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arfima
Here are 10 public repositories matching this topic...
The Tidymodels Extension for GARCH models
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Aug 11, 2022 - R
Implement ARIMA and ARFIMA to forecast returns
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Jun 2, 2020 - Jupyter Notebook
Julia package to generate, estimate, and forecast long memory processes
time-series forecasting time-series-analysis long-range-dependence har-model fractional-differencing arfima long-memory strong-persistence cross-sectional-aggregation stochastic-duration-shock
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Apr 14, 2026 - Julia
fractional dynamical model estimation with unknown unknowns
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Sep 5, 2020 - Jupyter Notebook
LNU Diploma
machine-learning r telegram-bot jupyter-notebook data-analysis cryptocurrency-trading-bot python39 arfima
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Nov 27, 2022 - Jupyter Notebook
In this repository I will share my Engineering Thesis about application of ARFIMA models in forecasting raw materials prices in R.
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Jun 20, 2022 - HTML
Reproducible Python pipeline testing fractal, multifractal and Fibonacci/Elliott-wave claims in financial markets against stochastic benchmarks.
python reproducible-research econometrics monte-carlo-simulation quantitative-finance technical-analysis multifractal-analysis dfa garch spectral-analysis stochastic-processes wavelet-transform fractal-analysis elliott-wave statistical-testing arfima mfdfa financial-time-series falsifiability fibonacci-ratios
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Jul 29, 2026 - Python
2024 하계 금융 시계열 데이터를 위한 머신러닝
machine-learning deep-learning time-series rnn financial-analysis arfima sogang-university financial-time-series quantifi-sogang
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Jul 20, 2024 - Python
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