Following $100k Optiver Realized Volatility Prediction Competition on Kaggle, interest in financial time-series and concepts has drastically increased. Besides, in this website we have not travelled past the very introductory concepts in time-series ecnnometrics. Therefore in this blog post we are going to introduce the concepts of simple returns, log returns and realized volatility. In … Read more
This post is a write up on sklearn pipeline with multiple regression models using traditional and established libraries like numpy, pandas, scipy and sklearn. In this post we are making a model for time-series data which we introduced in this post: Some of the ideas for this post came from researching for machine learning competition … Read more
Many programming languages have an asynchronous (async) feature that improves their concurrency primitives. In 2015 Python 3.5 introduced coroutines with async and await syntax. Since then the async capability of Python has improved dramatically with the rise of libraries such as asyncio, library to write concurrent code using the async/await syntax, and AIOHTTP, an asynchronous HTTP Client/Server for asyncio and Python. … Read more
Recent advancements in the area of artificial intelligence and machine learning have provided a foundation for new technologies, including robotic process automation, natural language processing, computer vision and reinforcement learning. In turn, these developments in artificial intelligence field and advancements in computer science have affected how organizations approach, design and execute business processes. Businesses have … Read more
To conduct the data analysis, for example during the market research, we first need to determine the scope and collect the necessary data. Some websites and companies provide easier and more convenient way to access the data than others. However, many limit the number of requests from one IP address. Therefore in order to scrape … Read more
To begin with, the idea for creating a telegram bot came up during Safety & Security Lab Hackathon. Our team created a sample bot to educate public on computer security and protecting yourself online. The bot was running from our personal notebooks and utilized telebot library. However, we experienced difficulties when we put on Heroku. … Read more
This is the write-up on the hackathon Moscow City Hack that took place in Moscow, Russia from 11 to 14 of June. Our team consisted of members who are new to the concept of a Hackathon. Nevertheless, we had great time exchanging our ideas and coding which led us to finals where we achieved 10th … Read more
Econometric data sets come in numerous shapes, forms and types such as cross-sectional, time-series and panel data. The data type affects the analysis and estimation methods that we as data scientists can use. In this article we are introducing the concept of cross-sectional data. A cross-sectional data set consists of a sample of units such … Read more
A time series is a collection of observations on at least one variable ordered along single dimension, time. A time series data demonstrates properties such as large data size, abundant attributes and continuity. Time series data is particularly useful in an analysis of a trend and forecasting in macroeconomics. In the field of finance time … Read more
Panel data (or longitudinal data) set comprises time-series for each cross-sectional unit in a data set. In other words, in a panel data set we take into account the same cross-sectional units over multiple time points. For example, we can consider units such as countries, cities, firms, households, individuals. In this context, we can think … Read more