Posts tagged pymc3.GaussianRandomWalk
GLM: Robust Regression using Custom Likelihood for Outlier Classification
- 17 November 2021
- Category: intermediate
Using PyMC3 for Robust Regression with Outlier Detection using the Hogg 2010 Signal vs Noise method.
Rolling Regression
- 15 September 2021
- Category: intermediate
Pairs trading is a famous technique in algorithmic trading that plays two stocks against each other.