| 001 What does the course cover.en.srt | 6.9 KB | ||
| 001 What does the course cover.mp4 | 47.3 MB | ||
| 002 Setting up the environment - Do not skip please.en.srt | 1.3 KB | ||
| 002 Setting up the environment - Do not skip please.mp4 | 6 MB | ||
| 003 Why Python and Jupyter.en.srt | 6.4 KB | ||
| 003 Why Python and Jupyter.mp4 | 25.2 MB | ||
| 004 Installing Anaconda.en.srt | 4.7 KB | ||
| 004 Installing Anaconda.mp4 | 26.6 MB | ||
| 005 Jupyter Dashboard - Part 1.en.srt | 3.3 KB | ||
| 005 Jupyter Dashboard - Part 1.mp4 | 9.8 MB | ||
| 006 Jupyter Dashboard - Part 2.en.srt | 6.6 KB | ||
| 006 Jupyter Dashboard - Part 2.mp4 | 20 MB | ||
| 007 Installing the Necessary Packages.en.srt | 1.9 KB | ||
| 007 Installing the Necessary Packages.mp4 | 7.8 MB | ||
| 008 Installing Packages - Exercise.html | 1.2 KB | ||
| 009 Installing Packages - Exercise Solution.html | 1.5 KB | ||
| 010 Introduction to Time-Series Data.en.srt | 5.5 KB | ||
| 010 Introduction to Time-Series Data.mp4 | 47.2 MB | ||
| 011 Notation for Time Series Data.en.srt | 1.7 KB | ||
| 011 Notation for Time Series Data.mp4 | 12.2 MB | ||
| 012 Peculiarities of Time Series Data.en.srt | 3.8 KB | ||
| 012 Peculiarities of Time Series Data.mp4 | 26.8 MB | ||
| 013 IndexE8.csv | 290.7 KB | ||
| 013 Loading the Data.en.srt | 2.7 KB | ||
| 013 Loading the Data.mp4 | 10.2 MB | ||
| 014 Examining the Data.en.srt | 6.8 KB | ||
| 014 Examining the Data.mp4 | 39.8 MB | ||
| 015 Plotting the Data.en.srt | 6.1 KB | ||
| 015 Plotting the Data.mp4 | 21.2 MB | ||
| 016 The QQ Plot.en.srt | 3.4 KB | ||
| 016 The QQ Plot.mp4 | 16.3 MB | ||
| 017 Transforming String inputs into DateTime Values.en.srt | 6.1 KB | ||
| 017 Transforming String inputs into DateTime Values.mp4 | 27.9 MB | ||
| 018 Using Date as an Index.en.srt | 3.7 KB | ||
| 018 Using Date as an Index.mp4 | 16.6 MB | ||
| 019 Setting the Frequency.en.srt | 3.1 KB | ||
| 019 Setting the Frequency.mp4 | 13.4 MB | ||
| 020 Filling Missing Values.en.srt | 7.1 KB | ||
| 020 Filling Missing Values.mp4 | 30 MB | ||
| 021 Adding and Removing Columns in a Data Frame.en.srt | 4.4 KB | ||
| 021 Adding and Removing Columns in a Data Frame.mp4 | 16.3 MB | ||
| 022 Splitting Up the Data.en.srt | 5.2 KB | ||
| 022 Splitting Up the Data.mp4 | 21 MB | ||
| 023 Appendix Updating the Dataset.html | 8.7 KB | ||
| 023 Section-4-Appendix-Updating-the-Dataset.pdf | 235.5 KB | ||
| 024 Warning-Messages.pdf | 151.5 KB | ||
| 024 White Noise.en.srt | 8.1 KB | ||
| 024 White Noise.mp4 | 46.4 MB | ||
| 025 RandWalk.csv | 163.9 KB | ||
| 025 Random Walk.en.srt | 6.4 KB | ||
| 025 Random Walk.mp4 | 32.4 MB | ||
| 026 Stationarity.en.srt | 3.1 KB | ||
| 026 Stationarity.mp4 | 21.6 MB | ||
| 027 Determining Weak Form Stationarity.en.srt | 7.5 KB | ||
| 027 Determining Weak Form Stationarity.mp4 | 33.8 MB | ||
| 028 Seasonality.en.srt | 6.3 KB | ||
| 028 Seasonality.mp4 | 34.2 MB | ||
| 029 Correlation Between Past and Present Values.en.srt | 2.2 KB | ||
| 029 Correlation Between Past and Present Values.mp4 | 14.1 MB | ||
| 030 The Autocorrelation Function (ACF).en.srt | 7.7 KB | ||
| 030 The Autocorrelation Function (ACF).mp4 | 30.7 MB | ||
| 030 The-ACF.pdf | 62 KB | ||
| 031 The Partial Autocorrelation Function (PACF).en.srt | 6.3 KB | ||
| 031 The Partial Autocorrelation Function (PACF).mp4 | 27.2 MB | ||
| 031 The-PACF.pdf | 63.6 KB | ||
| 032 Picking the Correct Model.en.srt | 3.3 KB | ||
| 032 Picking the Correct Model.mp4 | 23 MB | ||
| 033 The Autoregressive (AR) Model.en.srt | 6.3 KB | ||
| 033 The Autoregressive (AR) Model.mp4 | 45.3 MB | ||
| 034 Course-Notes-The-AR-Model.pdf | 425.3 KB | ||
| 034 Examining the ACF and PACF of Prices.en.srt | 6.1 KB | ||
| 034 Examining the ACF and PACF of Prices.mp4 | 33.1 MB | ||
| 035 Fitting an AR(1) Model for Index Prices.en.srt | 5.9 KB | ||
| 035 Fitting an AR(1) Model for Index Prices.mp4 | 31.6 MB | ||
| 036 Fitting Higher-Lag AR Models for Prices.en.srt | 11.5 KB | ||
| 036 Fitting Higher-Lag AR Models for Prices.mp4 | 63.2 MB | ||
| 037 Using Returns Instead of Prices.en.srt | 7.5 KB | ||
| 037 Using Returns Instead of Prices.mp4 | 31.4 MB | ||
| 038 Examining the ACF and PACF of Returns.en.srt | 2.7 KB | ||
| 038 Examining the ACF and PACF of Returns.mp4 | 15.7 MB | ||
| 039 Fitting an AR(1) Model for Index Returns.en.srt | 3.1 KB | ||
| 039 Fitting an AR(1) Model for Index Returns.mp4 | 13.4 MB | ||
| 040 Fitting Higher-Lag AR Models for Returns.en.srt | 4.3 KB | ||
| 040 Fitting Higher-Lag AR Models for Returns.mp4 | 26.9 MB | ||
| 041 Normalizing Values.en.srt | 6.7 KB | ||
| 041 Normalizing Values.mp4 | 33.1 MB | ||
| 042 Model Selection for Normalized Returns (AR).en.srt | 3.1 KB | ||
| 042 Model Selection for Normalized Returns (AR).mp4 | 19.8 MB | ||
| 043 Examining the AR Model Residuals.en.srt | 7 KB | ||
| 043 Examining the AR Model Residuals.mp4 | 28.8 MB | ||
| 044 Unexpected Shocks from Past Periods.en.srt | 2 KB | ||
| 044 Unexpected Shocks from Past Periods.mp4 | 16.8 MB | ||
| 045 8.1.1-MA-Inf-AR-1.pdf | 169.2 KB | ||
| 045 8.1.1.AR-Inf-MA-1.pdf | 166.5 KB | ||
| 045 The Moving Average (MA) Model.en.srt | 6.5 KB | ||
| 045 The Moving Average (MA) Model.mp4 | 29.5 MB | ||
| 046 Course-Notes-The-MA-Model.pdf | 136 KB | ||
| 046 Fitting an MA(1) Model for Returns.en.srt | 4.9 KB | ||
| 046 Fitting an MA(1) Model for Returns.mp4 | 21.5 MB | ||
| 047 Fitting Higher-Lag MA Models for Returns.en.srt | 9.2 KB | ||
| 047 Fitting Higher-Lag MA Models for Returns.mp4 | 55.8 MB | ||
| 048 Examining the MA Model Residuals for Returns.en.srt | 6.8 KB | ||
| 048 Examining the MA Model Residuals for Returns.mp4 | 33.5 MB | ||
| 049 Model Selection for Normalized Returns (MA).en.srt | 4.3 KB | ||
| 049 Model Selection for Normalized Returns (MA).mp4 | 19.1 MB | ||
| 050 Fitting an MA(1) Model for Prices.en.srt | 5.8 KB | ||
| 050 Fitting an MA(1) Model for Prices.mp4 | 28.3 MB | ||
| 051 Past Values and Past Errors.en.srt | 3.2 KB | ||
| 051 Past Values and Past Errors.mp4 | 20.5 MB | ||
| 052 Course-Notes-The-ARMA-Model.pdf | 147 KB | ||
| 052 The Autoregressive Moving Average (ARMA) Model.en.srt | 3.9 KB | ||
| 052 The Autoregressive Moving Average (ARMA) Model.mp4 | 28.3 MB | ||
| 053 Fitting a Simple ARMA Model for Returns.en.srt | 5.4 KB | ||
| 053 Fitting a Simple ARMA Model for Returns.mp4 | 28.4 MB | ||
| 054 Fitting a Higher-Lag ARMA Model for Returns - Part 1.en.srt | 6.9 KB | ||
| 054 Fitting a Higher-Lag ARMA Model for Returns - Part 1.mp4 | 39.5 MB | ||
| 055 Fitting a Higher-Lag ARMA Model for Returns - Part 2.en.srt | 7 KB | ||
| 055 Fitting a Higher-Lag ARMA Model for Returns - Part 2.mp4 | 38.2 MB | ||
| 056 Fitting a Higher-Lag ARMA Model for Returns - Part 3.en.srt | 6.7 KB | ||
| 056 Fitting a Higher-Lag ARMA Model for Returns - Part 3.mp4 | 43.8 MB | ||
| 057 Examining the ARMA Model Residuals of Returns.en.srt | 8.7 KB | ||
| 057 Examining the ARMA Model Residuals of Returns.mp4 | 51.3 MB | ||
| 058 ARMA for Prices.en.srt | 9.7 KB | ||
| 058 ARMA for Prices.mp4 | 56 MB | ||
| 059 ARMA Models and Non-Stationary Data.en.srt | 2.9 KB | ||
| 059 ARMA Models and Non-Stationary Data.mp4 | 14.9 MB | ||
| 060 Course-Notes-The-ARIMA-Model.pdf | 166.4 KB | ||
| 060 The Autoregressive Integrated Moving Average (ARIMA) Model.en.srt | 7.5 KB | ||
| 060 The Autoregressive Integrated Moving Average (ARIMA) Model.mp4 | 46.9 MB | ||
| 061 Fitting a Simple ARIMA Model for Prices.en.srt | 7.3 KB | ||
| 061 Fitting a Simple ARIMA Model for Prices.mp4 | 39.2 MB | ||
| 062 Fitting a Higher-Lag ARIMA Model for Prices - Part 1.en.srt | 7.3 KB | ||
| 062 Fitting a Higher-Lag ARIMA Model for Prices - Part 1.mp4 | 41.8 MB | ||
| 063 Fitting a Higher-Lag ARIMA Model for Prices - Part 2.en.srt | 7.2 KB | ||
| 063 Fitting a Higher-Lag ARIMA Model for Prices - Part 2.mp4 | 43.7 MB | ||
| 064 Higher Levels of Integration.en.srt | 5.3 KB | ||
| 064 Higher Levels of Integration.mp4 | 24.4 MB | ||
| 065 Using ARIMA Models for Returns.en.srt | 4.7 KB | ||
| 065 Using ARIMA Models for Returns.mp4 | 24.4 MB | ||
| 066 Course-Notes-The-ARMAX-Model.pdf | 130.8 KB | ||
| 066 Outside Factors and the ARIMAX Model.en.srt | 5.1 KB | ||
| 066 Outside Factors and the ARIMAX Model.mp4 | 24.2 MB | ||
| 066 The-ARIMAX-Model.pdf | 127.8 KB | ||
| 067 Course-Notes-The-SARIMAX-Model.pdf | 209.3 KB | ||
| 067 Seasonal Models - SARIMAX.en.srt | 10.1 KB | ||
| 067 Seasonal Models - SARIMAX.mp4 | 47 MB | ||
| 068 Predicting Stability.en.srt | 2.4 KB | ||
| 068 Predicting Stability.mp4 | 17 MB | ||
| 069 Course-Notes-The-ARCH-Model.pdf | 138.2 KB | ||
| 069 The Autoregressive Conditional Heteroscedasticity (ARCH) Model.en.srt | 6.8 KB | ||
| 069 The Autoregressive Conditional Heteroscedasticity (ARCH) Model.mp4 | 43 MB | ||
| 070 Volatility.en.srt | 4.1 KB | ||
| 070 Volatility.mp4 | 28.1 MB | ||
| 071 A More Detailed Look of the ARCH Model.en.srt | 8.3 KB | ||
| 071 A More Detailed Look of the ARCH Model.mp4 | 43.4 MB | ||
| 072 The arch_model Method.en.srt | 9.7 KB | ||
| 072 The arch_model Method.mp4 | 55.9 MB | ||
| 072 arch-model.pdf | 61.8 KB | ||
| 073 The Simple ARCH Model.en.srt | 8.5 KB | ||
| 073 The Simple ARCH Model.mp4 | 52.9 MB | ||
| 074 Higher-Lag ARCH Models.en.srt | 3.9 KB | ||
| 074 Higher-Lag ARCH Models.mp4 | 28.5 MB | ||
| 075 An ARMA Equivalent of the ARCH Model.en.srt | 1.9 KB | ||
| 075 An ARMA Equivalent of the ARCH Model.mp4 | 12.4 MB | ||
| 076 Course-Notes-The-GARCH-Model.pdf | 147.4 KB | ||
| 076 The Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Model.en.srt | 4.3 KB | ||
| 076 The Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Model.mp4 | 24.4 MB | ||
| 077 The ARMA and the GARCH.en.srt | 3 KB | ||
| 077 The ARMA and the GARCH.mp4 | 18.1 MB | ||
| 078 The Simple GARCH Model.en.srt | 4.3 KB | ||
| 078 The Simple GARCH Model.mp4 | 25.5 MB | ||
| 079 Higher-Lag GARCH Models.en.srt | 4.8 KB | ||
| 079 Higher-Lag GARCH Models.mp4 | 29.8 MB | ||
| 080 An Alternative to the Model Selection Process.en.srt | 1.5 KB | ||
| 080 An Alternative to the Model Selection Process.mp4 | 13.4 MB | ||
| 081 Auto ARIMA.en.srt | 6.5 KB | ||
| 081 Auto ARIMA.mp4 | 43.1 MB | ||
| 082 Preparing Python for Model Selection.en.srt | 1.9 KB | ||
| 082 Preparing Python for Model Selection.mp4 | 11.4 MB | ||
| 083 The Default Best Fit.en.srt | 7.8 KB | ||
| 083 The Default Best Fit.mp4 | 41.1 MB | ||
| 084 Basic Auto ARIMA Arguments.en.srt | 13.4 KB | ||
| 084 Basic Auto ARIMA Arguments.mp4 | 87.4 MB | ||
| 085 Advanced Auto ARIMA Arguments.en.srt | 5.8 KB | ||
| 085 Advanced Auto ARIMA Arguments.mp4 | 40.8 MB | ||
| 086 The Goal Behind Modelling.en.srt | 1.3 KB | ||
| 086 The Goal Behind Modelling.mp4 | 10.6 MB | ||
| 087 Introduction to Forecasting.en.srt | 9.6 KB | ||
| 087 Introduction to Forecasting.mp4 | 51.3 MB | ||
| 088 Simple Forecasting Returns with AR and MA.en.srt | 5.3 KB | ||
| 088 Simple Forecasting Returns with AR and MA.mp4 | 28.8 MB | ||
| 089 Intermediate (MAX Model) Forecasting.en.srt | 8 KB | ||
| 089 Intermediate (MAX Model) Forecasting.mp4 | 40 MB | ||
| 090 Advanced (Seasonal) Forecasting.en.srt | 5.3 KB | ||
| 090 Advanced (Seasonal) Forecasting.mp4 | 24.9 MB | ||
| 091 Auto ARIMA Forecasting.en.srt | 6.2 KB | ||
| 091 Auto ARIMA Forecasting.mp4 | 28.4 MB | ||
| 092 Pitfalls of Forecasting.en.srt | 8.5 KB | ||
| 092 Pitfalls of Forecasting.mp4 | 47.9 MB | ||
| 093 Forecasting Volatility.en.srt | 7 KB | ||
| 093 Forecasting Volatility.mp4 | 36.6 MB | ||
| 094 Forecasting Appendix Multivariate Forecasting.en.srt | 10 KB | ||
| 094 Forecasting Appendix Multivariate Forecasting.mp4 | 57.7 MB | ||
| 095 Business Case - A Look Into the Automobile Industry.en.srt | 37.6 KB | ||
| 095 Business Case - A Look Into the Automobile Industry.mp4 | 186.2 MB | ||
| [FreeCourseWorld.Com].url | 102.4 B | ||
| external-assets-links.txt | 307.2 B | ||
| ▲ 218 total files | |||
Time Series Analysis in Python 2020
How does a commercial bank forecast the expected performance of their loan portfolio?
Or how does an investment manager estimate a stock portfolio’s risk?
Which are the quantitative methods used to predict real-estate properties?
If there is some time dependency, then you know it - the answer is: time series analysis.
This course will teach you the practical skills that would allow you to land a job as a quantitative finance analyst, a data analyst or a data scientist.
Created by 365 Careers
Last updated 1/2020
English
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For More Courses Visit: https://freecourseworld.com
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Udemy - Time Management Mastery - Boost Productivity and Stress Less Posted by
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