Art&Blue-Liberalism is a personal blog featuring artwork, academic interests, and independent commentary.
Touhou Project fan works featured on this blog are unofficial creations based on Touhou Project by Team Shanghai Alice (ZUN). They are not affiliated with or endorsed by the official creators.
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This artwork is an unofficial fan creation based on Touhou Project by Team Shanghai Alice (ZUN). It is not affiliated with or endorsed by the official creators.
GARCH assumes
the variance of the error term symmetrically varies depending the average size
of the error terms in pervious time steps. It adds the lagged variance on the
explanatory variable of the second regression with reference to the log-likelihood for
finding the coefficients γ and δ:
Simulation Data with Python
The following exhibits display the simulation data evaluated using ARCH to illustrate how ARCH functions.
To facilitate the visual representation of this simulation, the most basic form of Engle's ARCH, as introduced in the Wikipedia entry below, has been implemented.
This simplified simulation demonstrates motion prediction for intercepting incoming flying projectiles with erratic movements, resembling the fluctuations of a stock price.
Posted on my pixiv page: https://www.pixiv.net/en/artworks/128516181 Yuyu&Myon: Yuyuko Saigyouji blocking Youmu Konpaku saying "... how irrational!" in Stage 1, Touhou 13 ~ Ten Desires ~
This artwork is an unofficial fan creation based on Touhou Project by Team Shanghai Alice (ZUN). It is not affiliated with or endorsed by the official creators.
This artwork is an unofficial fan creation based on Touhou Project by Team Shanghai Alice (ZUN). It is not affiliated with or endorsed by the official creators.