20 skills found
PLN-team / PLNmodelsA collection of Poisson lognormal models for multivariate count data analysis
Yvaine-Zhang / Models For Intraday Trading Volume PredictionHaving effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management since it attempts to minimize transaction costs by optimally scheduling and placing. The purpose of this project is to create dynamic statistical models of intraday trading volume prediction (in Python). By assuming the stable U shape distribution of intraday trading volume, we apply Deterministic blend, Lognormal Bayesian, Kalman filter and ARIMA model to estimate and generate out of sample forecast on 12 US equity sector ETFs. Results show that some of the proposed methods are able to obviously outperform common volume forecasting methods.
yuriok / QGrainAn open-source and easy-to-use software for the comprehensive analysis of grain-size distributions
dineshpinto / Nft AnalyticsModeling Ethereum NFTs using lognormal models and trait based pricing
hsxavier / FlaskFull-sky Lognormal Astro-fields Simulation Kit -
studor / TVO Pricing FSABRTarget volatility option pricing in the lognormal fractional SABR model
ynahshan / Linear Lognormal AttentionNo description available
akbotaa / BayesianStatsProjectsComplex Hierarchical Models, Gibbs Sampling, Metropolis Hasting, 2 Step Gibbs with Missing Data Imputation, Hidden Variables, Multivariate Distributions, Probit Model, Logit Model, Inverse Wishart Prior, Lognormal Distribution, etc
brianchmiel / Neural Gradients Are Lognormally Distributed Understanding Sparse And Quantized TrainingNo description available
bgctw / LognormFunctions for the lognormal distribution in R
Linc-tw / SalmoFast mocks generation for cosmological analysis
ucaiado / AssetReturns BehaviorStatistical analysis of lognormal asset returns
ucl-cosmoparticles / FlaskFull-sky Lognormal Astro-fields Simulation Kit
andrew-healey / Sigma LognormalA mathematical model of handwriting, as described by Daniel Martín-Albo.
JamesEMcClure / SpherePackToolsTools to generate random packings of spheres with radii sampled from the lognormal distribution
distributions-io / LognormalLognormal distribution.
distributions-io / Lognormal QuantileLognormal distribution quantile function.
distributions-io / Lognormal PdfLognormal distribution probability density function (PDF).
vivek-v-rao / Non Lognormal Option PricingOption prices and implied volatilities for terminal distributions other than lognormal
chochkov / Mle EstimationStatistical Data Analysis - MLE estimation of Lognormal and Exponential Distribution parameters in a Competing Risks Model. Simulation on R.
