Modelling of Commodity Prices

This repository contains codes and analysis of commodity prices.

Roadmap

1. Initialisation - (2016-10-01 ~ 2016-10-31)
   • Define objective function
   • Define analytical framework.
   • Program standardised analysis and reporting template.
   • Define data pipeline.
2. Literature Review - (2016-11-01 ~ 2016-12-31)
   • Conduct literature review on existing work.
   • Reproduce current models and create benchmark base on current state of research.
3. Extension and experiement of models (2017-01-01 ~ 2017-06-31)
   • Experiement on new methods and models