Victor ChenForecasting Stock Price With ARIMA-ARCH ModelThis article provides a step-by-step procedure to demonstrate how to fit financial data to the combination of ARIMA and ARCH models in R…Sep 30, 20221Sep 30, 20221
Victor ChenDoes Stock Market Reflect Economy? Predicting Inflation with Stock Return Using VAR ModelThis analysis will use Granger’s causality and VAR model to investigate the relationship between the monthly return of the Dow Jones index…Dec 28, 2021Dec 28, 2021
Victor ChenCovid-19 Recession is the Most Unequal One in US History- An R Shiny AnalysisThis article is based on a R shiny application that compares the effect of the 2008 financial crisis and the Covid-19 recession on the US…Sep 21, 2021Sep 21, 2021
Victor ChenHow social media affects Bitcoin volatility: Time series analysis on the impact of Twitter…Since Bitcoin was introduced in 2009, digital currency has been in the spotlight of media and investors. The concept of decentralized…Jul 15, 2021Jul 15, 2021
Victor ChenThe Risk factors of Covid-19 fatality rate on U.S. CountiesOn February 22th, 2021, U.S. reached 500,000 coronavirus-related deaths, a year after U.S. reported its first Covid-19 case. This widely…Apr 18, 2021Apr 18, 2021