Dear Programmers,
This is Gunter Meissner. I am currently writing a book on Forecasting and
derived the regression coefficient with Numpy:
import numpy as np
X=[1,2,3,4]
Y=[1,8000,5000,1000]
print(np.cov(X,Y))
print(np.var(X))
Beta1 = np.cov(X,Y)/np.var(X)
print(Beta1)
However, Num
On 3/20/20, Gunter Meissner wrote:
> Dear Programmers,
>
>
>
> This is Gunter Meissner. I am currently writing a book on Forecasting and
> derived the regression coefficient with Numpy:
>
>
>
> import numpy as np
> X=[1,2,3,4]
> Y=[1,8000,5000,1000]
> print(np.cov(X,Y))
> print(np.var(X))
> Be
Hi all,
since we are spread out all over the world, we are considering moving
the Community meeting time, if you are interested in joining in
occasionally, please fill out the doodle:
https://doodle.com/poll/p3gik4xxdra93cwt
I have currently limited the times to hourly times in the California
wo
Thanks Warren! Worked like a charm 😊 Will mention you in the book...
Gunter Meissner, PhD
University of Hawaii
Adjunct Professor of MathFinance at Columbia University and NYU
President of Derivatives Software www.dersoft.com
CEO Cassandra Capital Management www.cassandracm.com
CV: www.dersoft.
