Author: ruizheng123

Article, Data Science / Machine Learning, LifeScience

Belief aggregation through weighted Dempster’s rule of combination

Decision-making refers to a dynamic process which begins from evidence accumulation to belief adjustment, where belief aggregation is a crucial step in this process. In many decision-making scenarios, individuals may have different beliefs or preferences, and the goal of belief aggregation is to arrive at a consensus or collective decision that represents the overall view of the group. This process can involve various methods such … Continue reading Belief aggregation through weighted Dempster’s rule of combination

Unknown's avatarruizheng123Leave a comment
Data Science / Machine Learning, Finance, Finance Data

Multivariate Time Series analysis with volatility-Oil Prices

With the basic analysis on the univariate time series on last blog post “Univariate Time Series Analysis -Oil Prices”. This blog post will continue the analysis on multivariate time series. First is using Henze-Zirklers test to check the multivariate normality. The mvnTest = ”hz” in the mvn function can perform the Henze-Zirklers test. The last column indicates whether data set follows a multivariate normality or … Continue reading Multivariate Time Series analysis with volatility-Oil Prices

Unknown's avatarruizheng123
Data Science / Machine Learning, Finance, Finance Data

Univariate Time Series Analysis -Oil Prices

This blog post will try to modeling and forecasting univariate time series dataset with ARMA-GARCH model and exam the goodness of fit with some basic tests. The oil prices dataset is the log returns of four benchmarks(West Texas Intermediate (WTI), Brent Blend, Dubai Crude and Maya) from 10/1/1997 to 4/6/2010. In this data set, each benchmark contains 698 observations, each of them was divided between … Continue reading Univariate Time Series Analysis -Oil Prices

Unknown's avatarruizheng123