@quanthub aims to assemble the finest list of Quant Links everyday! In today's market, traders and investors need the most sophisticated strategies to profit against the intense competition of the global

(1) mdl = arima(1,0,0); (2) est = estimate(mdl,pinfobs); (3) table1 = cell2mat(est.AR); line (1) mdl 이라는 AR(1) 모형을 정의했음 line (2) mdl이라는 모형에 pinfobs라는 데이터를 넣어서 estimate라는 함수를 돌린 결과를 est에 저장했음. est에는 추정결과가

When dealing with a time series we often need to answer the problem of "Is it time series complete?". Another question would be "Which is the biggest gap in the dates?" and "Which

It’s not a secret that Postgres is a powerful database. After playing (some people call it using) I’ve found out that Postgres is not just amazing database but it can solve 99% of the problems you’ll