Please refer to this repository is my "Time Series Project" in 2018 with Valentin Cure ([email protected]) under the supervisor of Ms. Monique PONTIER ([email protected]) from Institut Mathématique de Toulouse.
The Project covered the fundamental theories of Financial Time Series and its applications on the data of CAC 40 from 1998 until Apr-2018
This repository included the full report in pdf, its latex code and the original code from R, which presents under the jupyter notebook presentation.