Corn futures are probably the most liquid agricultural commodity futures worldwide, and are used by producers, consumers and speculators alike. This blog post looks for the typical stylized facts that are often found in financial time-series. Futures – Contract Details Corn futures are traded on the Chicago Board of Trade CBOT (now part of theContinue reading “Stylized Facts of Corn Futures”
Category Archives: Uncategorized
Forecasting Swiss Electricity Demand using Prophet
In this blog post, we’ll use Facebook’s Prophet library to analyze and forecast Switzerland’s electricity demand. Since Prophet was released to the public in 2017, I’ve always wanted to test it on a dataset where Prophet can show it’s full power, including multiple seasonalities at different time-scales, trend, and business day logic. I recently stumbledContinue reading “Forecasting Swiss Electricity Demand using Prophet”
Forest Fires and Percolation
The recent bushfire activity in Australia reminded me of an interesting problem in statistical physics, and a model that somewhat resembles the spread of a forest fire. Percolation Percolation describes the process of fluid movement through a porous medium. Besides their direct application in fluid dynamics and material science, percolation models have been used toContinue reading “Forest Fires and Percolation”
Coding / Markets / Commodities 