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This repository of codes includes in the R and Python programs used in the six chapters of my published book titled "Analysis and Forecasting of Financial Time Series: Selected Cases". The book is published by Cambridge Scholars Publishing, New Casle upon Tyne, United Kindoam, in 2022.

cointegration-analysis cointegration-strategy egarch garch-models gjr-garch hierarchical hierarchical-clustering lstm-model lstm-neural-networks mean-variance-optimization

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Analysis-and-Forecasting-of-Financial-Time-Series-Selected-Cases

This repository of codes includes the R and Python programs used in the six chapters of my published book titled "Analysis and Forecasting of Financial Time Series: Selected Cases". The book is published by Cambridge Scholars Publishing, New Castle upon Tyne, United Kindom, in October, 2022.

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