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This is the most complicated and by far my favorite repository... Using actual applied math, stats , (some physics) to create stochastic models and see how time series add value in creating accurate forecasts of future values. (notice I didn't say prices because you will see these models can be used for so much more) & past price doesn't = future

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Nathaniel-Coulter/Stochastic-Models-Time-Series-Forecasting-

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(Actual) - ARIMA Model.py
(Actual) - ARIMA Model.py
 
 
ARMA Simulation.py
ARMA Simulation.py
 
 
Auto Fitting (ARIMA).py
Auto Fitting (ARIMA).py
 
 
Bayesian Method - Equity indices.py
Bayesian Method - Equity indices.py
 
 
Bayesian Method - Interest Rates.py
Bayesian Method - Interest Rates.py
 
 
Efficieny Frontiers - Portfolio Risk Optimization (Equity).py
Efficieny Frontiers - Portfolio Risk Optimization (Equity).py
 
 
Geometric Brownian Motion (Scipy).py
Geometric Brownian Motion (Scipy).py
 
 
Matrices - Vectors (Markowitz Portfolio Theory).py
Matrices - Vectors (Markowitz Portfolio Theory).py
 
 
Monte Carlo Simulation (Monaco Package).py
Monte Carlo Simulation (Monaco Package).py
 
 
Multivariate GARCH Model.py
Multivariate GARCH Model.py
 
 
PreARIMA determinations of φ and θ (plus Testing Stationarity).py
PreARIMA determinations of φ and θ (plus Testing Stationarity).py
 
 
SARIMA Model.py
SARIMA Model.py
 
 
SARIMAX Model (sarima + Exogenous variable).py
SARIMAX Model (sarima + Exogenous variable).py
 
 
VARMA - vectorial autoregressive moving average model.py
VARMA - vectorial autoregressive moving average model.py
 
 
Validation & Accuracy testing ARIMA.py
Validation & Accuracy testing ARIMA.py
 
 

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This is the most complicated and by far my favorite repository... Using actual applied math, stats , (some physics) to create stochastic models and see how time series add value in creating accurate forecasts of future values. (notice I didn't say prices because you will see these models can be used for so much more) & past price doesn't = future

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