Art&Blue-Liberalism
Monday, August 21, 2023
Attempt to use Singular Spectrum Analysis (SSA) for Frankfurter App with Python
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Singular Spectrum Analysis (SSA) is nowadays a popular analysis method for financial time series. SSA is similar to Prony's method (the...
Thursday, August 03, 2023
The measurement against financial crisis with Prony's method (Matrix Pencil) --- Python _ _ _ Euphoria is way worse than uncertainty
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I am now developing a precautionary measure against a potential financial crisis. This analysis of financial data adopts a signal analysis...
Wednesday, July 12, 2023
Novel econometric method: Short-Time Prony Transform with Python
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The following data analysis is estimating the daily return (natural log difference) of the foreign exchange rate (FX) of Euro (EUR) based...
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