Implemented an ARIMA model from Adebiyi, Adewumi, and Ayoa (2014) into a trading algorithm generating a small annual return without tax or transaction fees, optimizing its parameters with a customized gradient descent algorithm
-
Notifications
You must be signed in to change notification settings - Fork 0
Implemented an ARIMA model from Adebiyi, Adewumi, and Ayoa (2014) into a trading algorithm generating a small annual return without tax or transaction fees, optimizing its parameters with a customized gradient descent algorithm
scottgriffinm/Trading-Algorithm-Optimization-for-ARIMA-Prediction-Models
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
Implemented an ARIMA model from Adebiyi, Adewumi, and Ayoa (2014) into a trading algorithm generating a small annual return without tax or transaction fees, optimizing its parameters with a customized gradient descent algorithm
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published