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English
$
USD
I will do time series and econometric in r and python
Level 1
Has met certain performance criteria and shows strong potential in the marketplace.
About this Gig
I will apply:
Time Series: arima, garch, arch, unit root test, cointegration, VAR, SVAR, BVAR, VARMA and Kalman Filter.
Stochastic Process:
Geometric brownian motion, Ornstein-Uhlenbeck process, Ito's calculos, pricing Derivatives and Black-Scholes model.
Python and R
Time Series: arima, garch, arch, unit root test, cointegration, VAR, SVAR, BVAR, VARMA and Kalman Filter.
Stochastic Process:
Geometric brownian motion, Ornstein-Uhlenbeck process, Ito's calculos, pricing Derivatives and Black-Scholes model.
Python and R
Programming language:
Python
Frameworks:
Scikit-learn
•
Keras
•
PyTorch
•
Panda
Tools:
Jupyter Notebook
•
TensorFlow
•
Excel
