R-bloggers

Combining any model with GARCH(1,1) for probabilistic stock forecasting

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In 1839, the gifted mathematician Peter Gustav Lejeune Dirichlet was attached to the Philosophy department at the University of Berlin working for less than full pay even though he had become a member of the Prussian Academy of Sciences in 1832....

Expanded database including 2023 trade flows and redesigned dashboard.

In this post, you will learn what a T Test is and how to perform it in R. First, you’ll see a simple function that lets you perform the test with just one line of code. Then, we will explore the intuition behind the test, building it step by ...

Generating synthetic data using R-vine copulas with the esgtoolkit package in R

Recent updates to the two SHAP packages

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Apply Clang linting to C++ code in GitHub Actions and ammend pushed commits.

I have modeled the BIST 100 index to build predictive intervals. Because the data has daily seasonality, I preferred the modeltime::adam_reg function. I did not use the timetk::step_timeseries_signature function because the model cannot process too many exterior regressors, and the algorithm captures the trend and seasonality ...