Wednesday, 13 February 2013

IT Lab Session 6

Assignment 1: Find the historical volatility and log of returns data




Assignment 2: Create ACF plot of log returns and do Augmented Dickey-Fuller test
























Thursday, 7 February 2013

IT Lab Session 5

Assignment 1: Download data set for large NSE data (at least 6 months) and generate returns having selected the 10th datapoint as start and 95th data point as end



 































































Assignment 2) Predict the data for 701 to 850 rows for the data given
Ans) Considered "age" and "ed" attributes as categories and worked accordingly