The Basics of Returns-Based Style Analysis Fetching Data for Style Analysis Case Study: Looking for Investment Style Drift Unlock More Code Snippets for Rigorous Fund Evaluation Investors choose funds ...

The goal of a time series regression problem is best explained by a concrete example. Suppose you own an airline company and you want to predict the number of passengers you'll have next month based ...

Recurrence analysis has emerged as a pivotal framework for understanding the intricate behaviour of complex dynamical systems. By constructing visual representations known as recurrence plots, ...

Python. Here are some advanced things I like to do with pandas DataFrames to take my analysis to the next level. Change the ...

1. Difference Equations -- 2. Lag Operators -- 3. Stationary ARMA Processes -- 4. Forecasting -- 5. Maximum Likelihood Estimation -- 6. Spectral Analysis -- 7. Asymptotic Distribution Theory -- 8.