Estimation of the lead-lag parameter from non-synchronous data.
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May 7, 2024 - Jupyter Notebook
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lead-lag
Here are 5 public repositories matching this topic...
A Quantitative Finance Engineering Project
finance time-series clustering stock-market option-pricing monte-carlo-methods levy-processes change-point-detection lead-lag black-sholes
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Apr 18, 2023 - R
Cyclicity Analysis of Time-Series Data
python finance data-science time-series linear-algebra pattern-recognition topological-data-analysis time-series-analysis lead-lag leader-follower cyclicity
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Sep 28, 2023 - Python
Academic project done to control and optimize an inverted pendulum
optimization matlab optimal-control inverted-pendulum step-response pid-controller simulink-model lead-lag
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Sep 25, 2024 - C
Complex PCA & SVD to study lead-lag correlations in financial data and further applications
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Jun 21, 2023 - Jupyter Notebook
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