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Update config
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@carlobortolan
carlobortolan committed Aug 11, 2024
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1 change: 1 addition & 0 deletions makefile
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move:
mkdir -p build
mv notebook.html build/index.html
cp -r data build/data

# Clean up the build directory
clean:
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66 changes: 33 additions & 33 deletions notebook.ipynb
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Expand Up @@ -9,7 +9,7 @@
"\n",
"---\n",
"\n",
"# ICM25\n",
"# [ICM25](https://github.com/carlobortolan/ICM25)\n",
"\n",
"Analysis of the long-term evolution of international equity markets (average returns, volatilities, long-term correlations) and economic risks of European stock markets.\n",
"\n",
Expand All @@ -28,7 +28,7 @@
},
{
"cell_type": "code",
"execution_count": 50,
"execution_count": 76,
"metadata": {},
"outputs": [],
"source": [
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},
{
"cell_type": "code",
"execution_count": 51,
"execution_count": 77,
"id": "e6fb4fc0",
"metadata": {},
"outputs": [],
Expand All @@ -62,7 +62,7 @@
},
{
"cell_type": "code",
"execution_count": 52,
"execution_count": 78,
"id": "1c26349b",
"metadata": {},
"outputs": [
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},
{
"cell_type": "code",
"execution_count": 53,
"execution_count": 79,
"id": "922755b0",
"metadata": {},
"outputs": [
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},
{
"cell_type": "code",
"execution_count": 54,
"execution_count": 80,
"id": "5b3cffde",
"metadata": {},
"outputs": [
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},
{
"cell_type": "code",
"execution_count": 55,
"execution_count": 81,
"id": "0c06cadb",
"metadata": {},
"outputs": [
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},
{
"cell_type": "code",
"execution_count": 56,
"execution_count": 82,
"id": "9ed4ed19",
"metadata": {},
"outputs": [
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},
{
"cell_type": "code",
"execution_count": 57,
"execution_count": 83,
"id": "76f622cf",
"metadata": {},
"outputs": [],
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},
{
"cell_type": "code",
"execution_count": 58,
"execution_count": 84,
"id": "18258252",
"metadata": {},
"outputs": [],
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},
{
"cell_type": "code",
"execution_count": 59,
"execution_count": 85,
"id": "745b56bb",
"metadata": {},
"outputs": [],
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},
{
"cell_type": "code",
"execution_count": 60,
"execution_count": 86,
"id": "a232b027",
"metadata": {},
"outputs": [
Expand All @@ -25217,7 +25217,7 @@
"Model: OLS Adj. R-squared: 0.628\n",
"Method: Least Squares F-statistic: 202.0\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 2.50e-27\n",
"Time: 23:08:43 Log-Likelihood: 273.35\n",
"Time: 23:18:55 Log-Likelihood: 273.35\n",
"No. Observations: 120 AIC: -542.7\n",
"Df Residuals: 118 BIC: -537.1\n",
"Df Model: 1 \n",
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"Model: OLS Adj. R-squared: 0.724\n",
"Method: Least Squares F-statistic: 312.7\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 5.74e-35\n",
"Time: 23:08:43 Log-Likelihood: 227.65\n",
"Time: 23:18:55 Log-Likelihood: 227.65\n",
"No. Observations: 120 AIC: -451.3\n",
"Df Residuals: 118 BIC: -445.7\n",
"Df Model: 1 \n",
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"Model: OLS Adj. R-squared: 0.824\n",
"Method: Least Squares F-statistic: 559.2\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 1.37e-46\n",
"Time: 23:08:43 Log-Likelihood: 303.42\n",
"Time: 23:18:55 Log-Likelihood: 303.42\n",
"No. Observations: 120 AIC: -602.8\n",
"Df Residuals: 118 BIC: -597.3\n",
"Df Model: 1 \n",
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"Model: OLS Adj. R-squared: 0.649\n",
"Method: Least Squares F-statistic: 220.9\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 8.32e-29\n",
"Time: 23:08:43 Log-Likelihood: 194.41\n",
"Time: 23:18:55 Log-Likelihood: 194.41\n",
"No. Observations: 120 AIC: -384.8\n",
"Df Residuals: 118 BIC: -379.3\n",
"Df Model: 1 \n",
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"Model: OLS Adj. R-squared: 0.551\n",
"Method: Least Squares F-statistic: 146.9\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 1.85e-22\n",
"Time: 23:08:43 Log-Likelihood: 182.68\n",
"Time: 23:18:55 Log-Likelihood: 182.68\n",
"No. Observations: 120 AIC: -361.4\n",
"Df Residuals: 118 BIC: -355.8\n",
"Df Model: 1 \n",
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"Model: OLS Adj. R-squared: 0.784\n",
"Method: Least Squares F-statistic: 434.0\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 2.41e-41\n",
"Time: 23:08:43 Log-Likelihood: 269.52\n",
"Time: 23:18:55 Log-Likelihood: 269.52\n",
"No. Observations: 120 AIC: -535.0\n",
"Df Residuals: 118 BIC: -529.5\n",
"Df Model: 1 \n",
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"Model: OLS Adj. R-squared: 0.627\n",
"Method: Least Squares F-statistic: 201.2\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 2.89e-27\n",
"Time: 23:08:43 Log-Likelihood: 235.38\n",
"Time: 23:18:55 Log-Likelihood: 235.38\n",
"No. Observations: 120 AIC: -466.8\n",
"Df Residuals: 118 BIC: -461.2\n",
"Df Model: 1 \n",
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"Model: OLS Adj. R-squared: 0.643\n",
"Method: Least Squares F-statistic: 215.0\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 2.38e-28\n",
"Time: 23:08:43 Log-Likelihood: 230.99\n",
"Time: 23:18:55 Log-Likelihood: 230.99\n",
"No. Observations: 120 AIC: -458.0\n",
"Df Residuals: 118 BIC: -452.4\n",
"Df Model: 1 \n",
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"Model: OLS Adj. R-squared: 0.761\n",
"Method: Least Squares F-statistic: 380.5\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 1.01e-38\n",
"Time: 23:08:43 Log-Likelihood: 249.86\n",
"Time: 23:18:55 Log-Likelihood: 249.86\n",
"No. Observations: 120 AIC: -495.7\n",
"Df Residuals: 118 BIC: -490.2\n",
"Df Model: 1 \n",
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"Model: OLS Adj. R-squared: 0.367\n",
"Method: Least Squares F-statistic: 69.89\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 1.43e-13\n",
"Time: 23:08:43 Log-Likelihood: 172.24\n",
"Time: 23:18:55 Log-Likelihood: 172.24\n",
"No. Observations: 120 AIC: -340.5\n",
"Df Residuals: 118 BIC: -334.9\n",
"Df Model: 1 \n",
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},
{
"cell_type": "code",
"execution_count": 61,
"execution_count": 87,
"id": "3f6585aa",
"metadata": {},
"outputs": [
Expand All @@ -25530,7 +25530,7 @@
"Model: OLS Adj. R-squared: 0.662\n",
"Method: Least Squares F-statistic: 59.37\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 4.25e-27\n",
"Time: 23:08:43 Log-Likelihood: 280.69\n",
"Time: 23:18:55 Log-Likelihood: 280.69\n",
"No. Observations: 120 AIC: -551.4\n",
"Df Residuals: 115 BIC: -537.4\n",
"Df Model: 4 \n",
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"Model: OLS Adj. R-squared: 0.800\n",
"Method: Least Squares F-statistic: 120.4\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 3.73e-40\n",
"Time: 23:08:43 Log-Likelihood: 248.73\n",
"Time: 23:18:56 Log-Likelihood: 248.73\n",
"No. Observations: 120 AIC: -487.5\n",
"Df Residuals: 115 BIC: -473.5\n",
"Df Model: 4 \n",
Expand Down Expand Up @@ -25592,7 +25592,7 @@
"Model: OLS Adj. R-squared: 0.834\n",
"Method: Least Squares F-statistic: 150.0\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 1.16e-44\n",
"Time: 23:08:43 Log-Likelihood: 308.22\n",
"Time: 23:18:56 Log-Likelihood: 308.22\n",
"No. Observations: 120 AIC: -606.4\n",
"Df Residuals: 115 BIC: -592.5\n",
"Df Model: 4 \n",
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"Model: OLS Adj. R-squared: 0.685\n",
"Method: Least Squares F-statistic: 65.68\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 8.24e-29\n",
"Time: 23:08:43 Log-Likelihood: 202.46\n",
"Time: 23:18:56 Log-Likelihood: 202.46\n",
"No. Observations: 120 AIC: -394.9\n",
"Df Residuals: 115 BIC: -381.0\n",
"Df Model: 4 \n",
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"Model: OLS Adj. R-squared: 0.738\n",
"Method: Least Squares F-statistic: 84.70\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 2.31e-33\n",
"Time: 23:08:43 Log-Likelihood: 216.51\n",
"Time: 23:18:56 Log-Likelihood: 216.51\n",
"No. Observations: 120 AIC: -423.0\n",
"Df Residuals: 115 BIC: -409.1\n",
"Df Model: 4 \n",
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"Model: OLS Adj. R-squared: 0.847\n",
"Method: Least Squares F-statistic: 165.6\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 9.55e-47\n",
"Time: 23:08:43 Log-Likelihood: 291.60\n",
"Time: 23:18:56 Log-Likelihood: 291.60\n",
"No. Observations: 120 AIC: -573.2\n",
"Df Residuals: 115 BIC: -559.3\n",
"Df Model: 4 \n",
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"Model: OLS Adj. R-squared: 0.696\n",
"Method: Least Squares F-statistic: 68.97\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 1.16e-29\n",
"Time: 23:08:43 Log-Likelihood: 249.08\n",
"Time: 23:18:56 Log-Likelihood: 249.08\n",
"No. Observations: 120 AIC: -488.2\n",
"Df Residuals: 115 BIC: -474.2\n",
"Df Model: 4 \n",
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"Model: OLS Adj. R-squared: 0.727\n",
"Method: Least Squares F-statistic: 80.38\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 2.13e-32\n",
"Time: 23:08:43 Log-Likelihood: 248.77\n",
"Time: 23:18:56 Log-Likelihood: 248.77\n",
"No. Observations: 120 AIC: -487.5\n",
"Df Residuals: 115 BIC: -473.6\n",
"Df Model: 4 \n",
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"Model: OLS Adj. R-squared: 0.799\n",
"Method: Least Squares F-statistic: 119.4\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 5.33e-40\n",
"Time: 23:08:43 Log-Likelihood: 261.80\n",
"Time: 23:18:56 Log-Likelihood: 261.80\n",
"No. Observations: 120 AIC: -513.6\n",
"Df Residuals: 115 BIC: -499.7\n",
"Df Model: 4 \n",
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"Model: OLS Adj. R-squared: 0.593\n",
"Method: Least Squares F-statistic: 44.37\n",
"Date: Sun, 11 Aug 2024 Prob (F-statistic): 1.75e-22\n",
"Time: 23:08:43 Log-Likelihood: 200.34\n",
"Time: 23:18:56 Log-Likelihood: 200.34\n",
"No. Observations: 120 AIC: -390.7\n",
"Df Residuals: 115 BIC: -376.7\n",
"Df Model: 4 \n",
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