Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
☆16May 16, 2021Updated 4 years ago
Alternatives and similar repositories for bayesGARCH
Users that are interested in bayesGARCH are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- MSGARCH R Package☆82Dec 5, 2022Updated 3 years ago
- When Expectations Meet Reality: Realistic Unit Testing in R☆12Jul 11, 2024Updated last year
- GARCH models estimated using autodiff.☆19Mar 14, 2026Updated last week
- Functions for the construction of risk-based portfolios☆54May 16, 2021Updated 4 years ago
- Rcpp Bindings to FastAD Automatic Differentiation☆13Jan 19, 2026Updated 2 months ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- Game simulator created for NCAA basketball (Based on team possession statistics)☆15Apr 25, 2022Updated 3 years ago
- This repo contains all the code necessary to download, extract, and parse 13F filings on EDGAR.☆29Mar 9, 2021Updated 5 years ago
- R Package to query CDC PLACES API Data☆16Feb 13, 2026Updated last month
- An R package for forecasting volatility, using the Markov Switching Multifractal model.☆33Apr 27, 2017Updated 8 years ago
- Sports Betting Tools☆17May 27, 2020Updated 5 years ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆17Mar 9, 2026Updated 2 weeks ago
- BLS API V2 interface☆16Oct 2, 2023Updated 2 years ago
- The Fast Kalman Filter (FKF) package for R☆13Sep 3, 2024Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- R package AssetAllocation☆33Nov 30, 2023Updated 2 years ago
- Updated repository containing datafeed and strategy☆12Apr 9, 2015Updated 10 years ago
- Shiny Application for Commodity Trading☆17Jul 4, 2019Updated 6 years ago
- AI enhanced automation tool for financial modelling and market analysis.☆12Sep 10, 2019Updated 6 years ago
- Multiple Univariate AR-GARCH Modelling with Copula marginals for simulation☆20Sep 3, 2024Updated last year
- R package for fast rolling and expanding linear regression models☆22May 5, 2022Updated 3 years ago
- Website☆11Updated this week
- Orderflow trading bot based on BSI☆22Aug 14, 2024Updated last year
- Parameters for intangible capital accumulation and data on intangible stocks (Ewens, Peters and Wang (2020))☆19Oct 26, 2023Updated 2 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- The project is advised by Professor Robert Engle in his FINANCIAL ECONOMETRICS PhD course. I made comparison between the performance of d…☆10Sep 14, 2018Updated 7 years ago
- Implement different variants of gradient descent in python using numpy☆11Apr 23, 2019Updated 6 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Dec 11, 2019Updated 6 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 3 years ago
- Portfolio Optimisation is a fundamental problem in Financial Mathematics.The objective of this project is to explore the applicability of…☆13Nov 10, 2020Updated 5 years ago
- Files related to VIX Futures ETPs☆20Jun 10, 2021Updated 4 years ago
- Model-free policy gradient algorithm for LQR☆10Apr 8, 2020Updated 5 years ago
- A bot that provides soccer predictions using Poisson regression☆22Dec 21, 2024Updated last year
- (Unofficial) Code for the paper "Certifying Some Distributional Robustness with Principled Adversarial Training"☆13May 31, 2018Updated 7 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- A terribly-simple data base for time series☆14Updated this week
- R package with Classes and Methods for Fast Memory-Efficient Boolean Selections☆13May 6, 2025Updated 10 months ago
- Multi-factor Risk Models of Asset or Portfolio Returns☆10May 4, 2021Updated 4 years ago
- ☆13May 14, 2017Updated 8 years ago
- Comparison of Markov-Switching GARCH models, namely symmetric GARCH, EGARCH, GJR-GARCH, performances in Value-at-Risk forecasting.☆28Aug 28, 2017Updated 8 years ago
- quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R☆26Mar 1, 2024Updated 2 years ago
- In this notebook, we will create an AI and time serie driven forecasting engine based on a set of 5 AI models and 5 time series models an…☆14Jun 12, 2021Updated 4 years ago