The plot below shows the autocorrelation (ACF) and partial autocorrelation (PACF) functions of VXX returns. It’s interesting to note that VXX returns are positively auto-correlated at 3-day lag.

This technical note discusses time-series data. The note explains the concept of a time trend and how to capture the trend using regression. Most of the note is devoted to the problem 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.