arXiv subjects
Publications and source records attributed to Aaron Elliot.
This paper presents a closed form polynomial expression for the binary cyclotomic polynomial. We contrast this against expressions for binary cyclotomic polynomials in (Lam and Leung 1996) and (Lenstra 1979).
Time series forecasting is widely used in a multitude of domains. In this paper, we present four models to predict the stock price using the SPX index as input time series data. The martingale and ordinary linear models require the strongest assumption in stationarity which we use as baseline models. The generalized linear model requires lesser assumptions but is unable to outperform the martingale. In empirical testing, the RNN model performs the best comparing to other two models, because it will update the input through LSTM instantaneously, but also does not beat the martingale. In addition, we introduce an online to batch algorithm and discrepancy measure to inform readers the newest research in time series predicting method, which doesn't require any stationarity or non mixing assumptions in time series data. Finally, to apply these forecasting to practice, we introduce basic trading strategies that can create Win win and Zero sum situations.