In this tutorial, we will be discussing how to decompose stocks time-series into different components in order to have a good idea about the complexities of the time-series models and how to accurately capture them and account for them in our model.
Category: DS Languages
PAM Clustering using R
Hi All!
Today, we will be learning how to perform PAM Clustering using R to achieve customer segmentation. This case-study comes under unsupervised machine learning (PAM or Partition Around Medoids Clustering).
Candlestick charts in Python: FA14
In this tutorial, we will be learning how to create candlestick charts along with volume bars and moving average lines in Python.
K-Means Clustering using R
Today, we will be learning how to perform K-Means Clustering using R to achieve customer segmentation. This case-study comes under unsupervised machine learning (K-Means Clustering)
Leverage Effect using VIX and Python: FA13
Leverage Effect using VIX and Python Hi All! Today, in the part 13 of Financial Analytics series, we will be learning about an alternative method of identifying Leverage Effect using VIX and Python. If you’re new to this series, we suggest that you start from here. What is VIX? VIX is also called as […]