Spectral Analysis

  • 5 Rating
  • 1 Reviews
  • 17 Students Enrolled

Spectral Analysis

A short introduction to spectral analysis, a method to analyze the periodicity of time series.

  • 5 Rating
  • 1 Reviews
  • 17 Students Enrolled
  • Free
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Courselet Content

2 components

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General Overview

Description

A short introduction to spectral analysis, a method to analyze the periodicity of time series.

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About the Instructor

Research Interest:

  • Robust hedging and trading methods
  • Cryptocurrency derivatives
  • Quantitative finance 

Work in Progress

  • Hedging Cryptos with Bitcoin Futures
  • Crypto-backed Peer-to-Peer Lending
  • On dynamics of CP2P Interest Rate

 

 

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