Implemented an ARIMA model from Adebiyi, Adewumi, and Ayoa (2014) into a trading algorithm generating a small annual return without tax or transaction fees, optimizing its parameters with a customized gradient descent algorithm
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View Code? Open in Web Editor NEWImplemented an ARIMA model from Adebiyi, Adewumi, and Ayoa (2014) into a trading algorithm generating a small annual return without tax or transaction fees, optimizing its parameters with a customized gradient descent algorithm