Hello everyone. I'm making a conference presentation about using machine learning for time series forecasting. I will show and describe the methods, mistakes and correct solutions to problems. May I
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D
Denis
@den_ai
Novice
FOUNDER
Founder and CEO of DQuant.
Hey That's a great paper!
I use LaTex usually when publishing IEEE. LOVED it!
So if you publish MLA or IEEE you should check spacing all (between lines, paragraphs, formulas, margins) upon req.
I use LaTex usually when publishing IEEE. LOVED it!
So if you publish MLA or IEEE you should check spacing all (between lines, paragraphs, formulas, margins) upon req.
Hi. Your PDF is really interesting.
I will start with some "typo mistakes", I would say. Sometimes I see a "⍰" in your formulas, which is often related to encoding errors. I don't know if you wrote View full post
I will start with some "typo mistakes", I would say. Sometimes I see a "⍰" in your formulas, which is often related to encoding errors. I don't know if you wrote View full post
And this is a github repository of my open source python library for volatility forecasting.
I hope my library will be able to help someone.
I hope my library will be able to help someone.
github.com
GitHub - artrdon/dquant: DQuant is an open-source Python library for automated volatility forecasting of financial time series.
DQuant is an open-source Python library for automated volatility forecasting of financial time series. - artrdon/dquant
Hello. I created a python library for simple training models of gradient boosting for volatility forecasting. So, yesterday I finished a benchmark when I compared ML models from my library and GARCH m
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Link to
dquant.space
Orange : Implied Volatility (IV 30d ATM) 14.8%
Green : Realized Volatility (30d) 11.6%
VRP = 3.2%
Based on your current options knowledge, what would you do?
Green : Realized Volatility (30d) 11.6%
VRP = 3.2%
Based on your current options knowledge, what would you do?
Novice
FOUNDER
working on a linear regression trading model right in backtest face some overfitting bias are coming ahead trying to solve it after that test on paper trading then real account right result not bad
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