We propose a novel approach to predicting financial time series using a combination of ARIMA and Markov Chain Monte Carlo (MCMC). This was a team project including Sahitipriya Basani, Hank Sheehan, and SungHyun Suh. Check out our code here
We propose a novel approach to predicting financial time series using a combination of ARIMA and Markov Chain Monte Carlo (MCMC). This was a team project including Sahitipriya Basani, Hank Sheehan, and SungHyun Suh. Check out our code here