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GitHub topics: ewma

saccofrancesco/deepshot

DeepShot is a machine learning model designed to predict NBA game outcomes using advanced team statistics and rolling averages. It combines historical performance trends with contextual game data to deliver highly accurate win predictions (71%)

Language: Jupyter Notebook - Size: 74.5 MB - Last synced at: 6 days ago - Pushed at: 6 days ago - Stars: 29 - Forks: 4

tacotuesday/time-series-stock-forecasting

Forecasting stock closing prices using statistical, deep learning, and hybrid approaches

Language: Jupyter Notebook - Size: 10.8 MB - Last synced at: 17 days ago - Pushed at: 17 days ago - Stars: 0 - Forks: 0

stdlib-js/stats-incr-ewmean

Compute an exponentially weighted mean incrementally.

Language: JavaScript - Size: 885 KB - Last synced at: 11 days ago - Pushed at: 3 months ago - Stars: 2 - Forks: 0

ErikssonWilliam/Financial-Risk-Management

Estimation and forecasting of volatility using financial timeseries. Includes models like GARCH, EWMA, EqWMA and Rolling Window. Portfolio management using CVaR, EVT and Monte Carlo Simulation.

Language: MATLAB - Size: 1.27 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

bjam24/agh-quantitative-measures-of-market-risk

This repository consits of: projects and homeworks connected with research area such as Risk Management.

Language: Jupyter Notebook - Size: 3.06 MB - Last synced at: about 2 months ago - Pushed at: 11 months ago - Stars: 3 - Forks: 1

boyla950/predicting-the-pound

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.

Language: Python - Size: 2.16 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 3 - Forks: 0

arakitz/BEZIcharts

Codes for the design and the evaluation of the performance of control charts (Shewhart and EWMA) for a zero-inflated beta (BEZI) distribution

Language: R - Size: 23.4 KB - Last synced at: over 1 year ago - Pushed at: about 4 years ago - Stars: 0 - Forks: 0

mustafahakkoz/Blink_Detection_Experiments

Experimental notebooks on blink detection problem by analizing it with simple thresholds, timeseries approach and a ml model.

Language: Jupyter Notebook - Size: 9.93 MB - Last synced at: 2 months ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 0

hishamcse/EWPHCC-NS2-Project

Exponentially Weighted Probabilistic Hybrid Congestion Control for TCP

Language: C++ - Size: 26.4 MB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0

SimonWesterlindVPD/AnomalyDetectionOnRisk

Thesis project about Unsupervised anomaly detection on the streaming time-series data of porfolio risk measures and returns.

Language: Python - Size: 1.3 MB - Last synced at: about 2 years ago - Pushed at: almost 7 years ago - Stars: 17 - Forks: 9

manasik29/Time_Series_Forecasting_EDA

EDA performed on timeseries data and different plots to get insights from data visualizations

Language: Jupyter Notebook - Size: 1.43 MB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 0 - Forks: 0

osahp/forecastonishing

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.

Language: Python - Size: 70.3 KB - Last synced at: 2 months ago - Pushed at: over 7 years ago - Stars: 1 - Forks: 2

osa-decentralized/forecastonishing

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.

Language: Python - Size: 70.3 KB - Last synced at: about 2 years ago - Pushed at: about 7 years ago - Stars: 2 - Forks: 0

shun159/brahman

ब्रह्मन् brahman

Language: Elixir - Size: 72.3 KB - Last synced at: about 2 months ago - Pushed at: over 6 years ago - Stars: 0 - Forks: 0

JacopoMangiavacchi/SwiftSmoothSequence

Swift Struct implementing EWMA / Smooth Sequence of generic values

Language: Swift - Size: 4.88 KB - Last synced at: 7 months ago - Pushed at: over 7 years ago - Stars: 0 - Forks: 0