Thesis project about Unsupervised anomaly detection on the streaming time-series data of porfolio risk measures and returns.

MSc Finance dissertation project at Newcastle University. This project focused on forecasting the volatility of exchange rates involving the Great British Pound using EWMA, GARCH-type and Implied Volatility models.

Simple python library thats implemented EWMA, IIR and Average filter.

This repository consits of: projects and homeworks connected with research area such as Risk Management.

Discussed various methodologies that may help while implementing Time Series

Random Plotly Dash scripts, mostly TA related

An adaptive selector for short-term forecasting of multiple time series. For each time series, it finds the best method from a pool of candidates based on their past performance.

Compute an exponentially weighted mean incrementally.

Experimental notebooks on blink detection problem by analizing it with simple thresholds, timeseries approach and a ml model.

An adaptive selector for short-term forecasting of multiple time series. For each time series, it finds the best method from a pool of candidates based on their past performance.

EDA performed on timeseries data and different plots to get insights from data visualizations

Exponentially Weighted Probabilistic Hybrid Congestion Control for TCP

ब्रह्मन् brahman

Swift Struct implementing EWMA / Smooth Sequence of generic values

Codes for the design and the evaluation of the performance of control charts (Shewhart and EWMA) for a zero-inflated beta (BEZI) distribution