Publication number: ELQ-14324-1
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USD-PHP Forecasting of Weekly Average Rates Using Ornstein-Uhlenbeck Process (OUP)
Implementation of Ornstein-Uhlenbeck Process on USD/PHP weekly foreign exchange rates
Further information
The objective of this tool is to help those starting in stochastic modeling and/or starting in python but familiar with the math. User of this tool would also appreciate the structure of the documentation and flow of the process.
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FX trading