Hi there,
I have a dataset with the time-series of stock returns, trading volume, and rare binary signals. Signals are assumed to occur during periods of certain return and volume patterns.
I need a time-series model that predicts a probability that a signal occurs in the next period base on historical return, volume, and signal data.
Unfortunately, I am not experienced with time-series estimation. Do you have proposals for an econometric time-series model that fits those needs?
Thanks for your input!
Related Posts with Appropriate Model to Forecast the Probability of a Rare Binary Outcome in a Time Series?
Is there a way to get ey/ex marginal effects after xtreg command with fixed effects?Hello all, I would like to see the proportional marginal effects (i.e.: ey/ex) after a regression w…
How to compare two datasetsHi, I want to verify / confirm that two datasets are identical. I reproduced my dataset from my coll…
Instrument variable TSLSDear members, i am just confused about one thing. i want to use lag dependent and lag independent v…
Inclusion of interaction terms and interpretation of margins output in RE xtprobitHi all, I am conducting a study into the transmission of time preferences in spouses through their …
Testing for equivalence of marginal effects of the same variable at different '_at'Hello all, I am trying to test for the equivalence of marginal effects of the same variable at two …
Subscribe to:
Post Comments (Atom)
0 Response to Appropriate Model to Forecast the Probability of a Rare Binary Outcome in a Time Series?
Post a Comment