ewma
There are 15 repositories under ewma topic.
SimonWesterlindVPD/AnomalyDetectionOnRisk
Thesis project about Unsupervised anomaly detection on the streaming time-series data of porfolio risk measures and returns.
boyla950/predicting-the-pound
MSc Finance dissertation project at Newcastle University. This project focused on forecasting the volatility of exchange rates involving the Great British Pound using EWMA, GARCH-type and Implied Volatility models.
stonatm/python_filtering_data
Simple python library thats implemented EWMA, IIR and Average filter.
bjam24/agh-quantitative-measures-of-market-risk
This repository consits of: projects and homeworks connected with research area such as Risk Management.
graffenwalder/dashSnips
Random Plotly Dash scripts, mostly TA related
osa-decentralized/forecastonishing
An adaptive selector for short-term forecasting of multiple time series. For each time series, it finds the best method from a pool of candidates based on their past performance.
SriShaleen/Time-Series-Forecast-Snippets
Discussed various methodologies that may help while implementing Time Series
stdlib-js/stats-incr-ewmean
Compute an exponentially weighted mean incrementally.
mustafahakkoz/Blink_Detection_Experiments
Experimental notebooks on blink detection problem by analizing it with simple thresholds, timeseries approach and a ml model.
osahp/forecastonishing
An adaptive selector for short-term forecasting of multiple time series. For each time series, it finds the best method from a pool of candidates based on their past performance.
arakitz/BEZIcharts
Codes for the design and the evaluation of the performance of control charts (Shewhart and EWMA) for a zero-inflated beta (BEZI) distribution
shun159/brahman
ब्रह्मन् brahman
hishamcse/EWPHCC-Congestion-Control-NS2-Project
Exponentially Weighted Probabilistic Hybrid Congestion Control for TCP
JacopoMangiavacchi/SwiftSmoothSequence
Swift Struct implementing EWMA / Smooth Sequence of generic values
manasik29/Time_Series_Forecasting_EDA
EDA performed on timeseries data and different plots to get insights from data visualizations