I am working on VaR models using GARCH and SV volatility, what exactly do your plans ..?
I have a question about the R package copula. When using fitCopula to fit a copula to data, more specifically a n dimensional t-copula, joe and tawn copula to a set of some stock daily returns,...
10 November 2017 9,682 0 View
Dear if there is any code available in any language we can work on it for forecasting of financial risk modelling. Kindly guide us.
01 January 1970 972 0 View
Hi, I am trying to construct a multi-layer fibril structure from a single layer in PyMol by translating the layer along the fibril axis. For now, I am able to use the Translate command in PyMol...
02 March 2021 4,569 4 View
Hello! I have a dataset of n=3000 nested within 8 countries with approximately 200 or 400 responses in each country. I originally planned to perform multilevel modelling with 4 dependent variables...
02 March 2021 6,865 1 View
In R-studio, there are many commands of Gumbel package. Arguments are also different. I`m asking about the alpha parameter of the Copula which must be greater than 1. If this is the one used to...
25 February 2021 5,229 3 View
My purpose is to recognize the volatility clustering property without statistical tests such as The Lagrange Multiplier (LM) test.
24 February 2021 4,150 3 View
I want to map these river geoforms with as little subjectivity as possible. I have a high resolution DEM generated by drone data.
22 February 2021 7,800 3 View
Hi I want to compare the running time of robotic path planning algorithms. The grid size is 8X8. I have 100 scenarios of start and goal positions.. Each scenario is run in three obstacles ratio...
22 February 2021 621 1 View
I am using annual time series data to estimate a VAR model in R. However, when I run the command to find the optimal lag length, I get the following error: Fehler in VARselect(data, lag.max = 10,...
18 February 2021 9,647 3 View
I am planning to work on T2 diabetic animals and check the efficacy of probiotics. My initial plan is to fed B6 animals with HFD for a while. But now, I have the chance to work on ob/ob mice. My...
18 February 2021 6,896 3 View
I asked recommended real-time or nearly real-time data source for any parameters for flood risk on a microscale analysis for urban area cases in developing countries that had agglomeration urban...
18 February 2021 2,617 2 View
Hello, I am working on a global scale hydrology GIS project delineating global watersheds and doing some data analysis. I have in the past used hydro1K from the USGS that cover the entire world....
18 February 2021 5,109 5 View