Python for Finance
About the Author
III. Financial Modeling
Supervised Learning
Autoregressive Models for Time-series Forecasting
Welcome
Why Python?
I. Financial Applications
II. Applied Data Science
Pandas Package Overview
Dataframes
Grouping and Pivoting
Shift based Methods
Moving Averages
Joining and Merging
Applied Statistics
Summary Statistics
Statistical Tests
Correlation
III. Financial Modeling
Predictive Modeling
Machine Learning Foundations
Generalization
Data Encoding
Data Scaling
Supervised Learning
Regression
Linear Regression w/ sklearn
Linear Regression w/ statsmodels
Regression with Multiple Features
Regression for Time-series Forecasting
Polynomial Features
Seasonality Analysis
Autoregressive Models for Time-series Forecasting
Stationarity
Autocorrelation
Autoregressive Models w/ statsmodels
Classification
Binary Classification
Multi-class Classification
Unsupervised Learning
Dimensionality Reduction
Clustering
Model Management
Model Management
Model Deployment
Model Optimization
Appendices
Financial Data Sources
Y-Finance
Yahoo Query
Pandas Datareader
On this page
Autoregressive Models
Edit this page
Report an issue
View source
Autoregressive Models
Seasonality Analysis
Stationarity