VIX_logit

Econometrics classification project to predict recessions through implied volatility

See the .pdf files for a readable description of the process and results

Name		Name	Last commit message	Last commit date
Latest commit History 7 Commits
LICENSE		LICENSE
Logistic Regression via the VIX Part 2.pdf		Logistic Regression via the VIX Part 2.pdf
Logistic Regression via the VIX.pdf		Logistic Regression via the VIX.pdf
README.md		README.md
SPTSX_Data.txt		SPTSX_Data.txt
SP_TSX_Data.txt		SP_TSX_Data.txt
VIX1Y_Data.txt		VIX1Y_Data.txt
VIX_logit.m		VIX_logit.m
VIX_logit02.m		VIX_logit02.m
costFunction.m		costFunction.m
costFunction02.m		costFunction02.m
costFunctionReg.m		costFunctionReg.m
ex2.m		ex2.m
ex2_reg.m		ex2_reg.m
ex2data1.txt		ex2data1.txt
ex2data2.txt		ex2data2.txt
featureNormalize.m		featureNormalize.m
mapFeature.m		mapFeature.m
pca.m		pca.m
plotData.m		plotData.m
plotData02.m		plotData02.m
plotDecisionBoundary.m		plotDecisionBoundary.m
plotDecisionBoundary02.m		plotDecisionBoundary02.m
predict.m		predict.m
projectData.m		projectData.m
sigmoid.m		sigmoid.m
vix.txt		vix.txt
vix3mdailyprices.txt		vix3mdailyprices.txt
vix6mdailyprices.txt		vix6mdailyprices.txt
vix9ddailyprices.txt		vix9ddailyprices.txt
vvixtimeseries.txt		vvixtimeseries.txt

Provide feedback