Index
Symbols
3 Month T-bill
using, from FRED database 281, 282
13 Week T-bill
using 280, 281
A
absolute percent error (APE) 261
accuracy paradox 568
Adaptive Moment Estimation (Adam) 656
Adaptive Synthetic Sampling (ADSYN) 564
drawbacks 564
additive model 144
Akaike Information Criterion (AIC) 156, 190
allowable leverage 402-405
alpha 5, 377
Alpha Vantage
data, obtaining from 16-20
reference link 21
altair
reference link 69
American options
pricing, with Least Squares Monte Carlo 353-356
pricing, with QuantLib 357-361
analysis of variance (ANOVA) 610
anchored walk-forward validation 207
antithetic variates 346
ARCH effect 104
ARCH model 306
stock returns’ volatility, modeling with 306-311
area under the ROC curve (AUC) 512
ARIMA (Autoregressive Integrated Moving Average) 305
ARIMA class models
reference links 189
time series, modeling with 176...