Bturan19 / Neural-Garch-Hybrid-Model-ImplementationLinks
By combining GARCH(1,1) and LSTM model implementing predictions.
☆57Updated 6 years ago
Alternatives and similar repositories for Neural-Garch-Hybrid-Model-Implementation
Users that are interested in Neural-Garch-Hybrid-Model-Implementation are comparing it to the libraries listed below
Sorting:
- Developing hybrid deep learning models by integrating Neural networks with (s,e,t)GARCH models to predict volatility in the Indian Commod…☆17Updated 4 years ago
- kennedyCzar / STOCK-RETURN-PREDICTION-USING-KNN-SVM-GUASSIAN-PROCESS-ADABOOST-TREE-REGRESSION-AND-QDAForecast stock prices using machine learning approach. A time series analysis. Employ the Use of Predictive Modeling in Machine Learning …☆133Updated 2 years ago
- Stock markets are an essential component of the economy. Their prediction naturally arouses afascination in the academic and financial w…☆21Updated 4 years ago
- Hidden Markov Model (HMM) based stock forecasting☆102Updated 7 years ago
- ARMA-GARCH☆97Updated last year
- DCC GARCH modeling in Python☆95Updated 5 years ago
- A Python implementation of a Hybrid LSTM-GARCH model for volatility forecasting☆40Updated 2 years ago
- ARIMA & GARCH models for stock price prediction☆18Updated 4 years ago
- Conversion of the time series values to 2-D stock bar chart images and prediction using CNN (using Keras-Tensorflow)☆41Updated 2 years ago
- Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time ser…☆21Updated 7 years ago
- Intra day Stock Prediction 10 minutes into the future☆109Updated 6 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆69Updated 3 years ago
- GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hed…☆268Updated 3 years ago
- Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model☆69Updated 5 years ago
- In this project, we implement and compare the performance of several machine learning and deep learning algorithms in predicting the US s…☆55Updated 4 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆82Updated 2 years ago
- Portfolio optimization using Genetic algorithm.☆59Updated 4 years ago
- In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Ne…☆19Updated 4 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆122Updated 5 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆26Updated 2 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆166Updated 5 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆60Updated 3 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆89Updated 4 years ago
- ☆102Updated 3 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆36Updated 5 years ago
- ☆77Updated 5 years ago
- The implementation of "modeling financial time-series with generative adversarial networks"☆62Updated 2 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- This project seeks to utilize Deep Learning models, Long-Short Term Memory (LSTM) Neural Networks to predict stock prices.☆85Updated 4 years ago
- Modern Portfolio Theory (MPT), a hypothesis put forth by Harry Markowitz in his paper “Portfolio Selection,” (published in 1952 by the Jo…☆13Updated 7 years ago