Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors. In the previous post, we presented a system for trading VXX, a volatility Exchange Traded Note. The trading ...

A simple approach to understanding the behaviour of the partial autocorrelation function of seasonal time series is presented, based on a partial autocorrelation pattern. This pattern, which acts as a ...

This is the twelfth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

Recent advances in AI, such as foundation models, make it possible for smaller companies to build custom models to make predictions, reduce uncertainty, and gain business advantage. Time series ...

This paper presents a class of models which are designed for forecasting the net sales of a product when the stock of that product is believed to be subject to a saturation level. The forecast ...