CoCalc -- Chapter

GitHub Repository: packtpublishing/machine-learning-for-algorithmic-trading-second-edition
Path: tree/master/figures/Chapter_09
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Name	Size	Last Modified
Figure 9.1 - Time-series decomposition into trend, seasonality, and residuals.png	126.3 KB
Figure 9.10 - Transformed time series industrial production and consumer sentiment.png	72.9 KB
Figure 9.11 - VAR(1) model results.png	1 MB
Figure 9.12 - statsmodels VAR model diagnostic plot.png	100.5 KB
Figure 9.13 - VAR model predictions versus actuals.png	46.3 KB
Figure 9.14 - The distribution of heuristics, broken down by the significance of both cointegration tests.png	76.3 KB
Figure 9.15 - Price series for two selected pairs over the sample period.png	365 KB
Figure 9.16 - Strategy performance metrics.png	64.2 KB
Figure 9.2 - Time-series transformations and unit-root test results.png	82.2 KB
Figure 9.3 - Descriptive statistics for transformed NASDAQ Composite index.png	84 KB
Figure 9.4 - Descri ptive statistics for transformed industrial production data.png	73.3 KB
Figure 9.5 - SARMAX model results.png	70 KB
Figure 9.6 - SARIMAX model diagnostics.png	103 KB
Figure 9.7 - Daily NASDAQ composite volatility.png	82.6 KB
Figure 9.8 - GARCH Model results.png	231.8 KB
Figure 9.9 - Interactions in univariate and multivariate time-series models.png	20.9 KB