By combining GARCH(1,1) and LSTM model implementing predictions.
☆59Dec 29, 2018Updated 7 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Developing hybrid deep learning models by integrating Neural networks with (s,e,t)GARCH models to predict volatility in the Indian Commod…☆19May 21, 2021Updated 5 years ago
- GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hed…☆310Sep 10, 2021Updated 5 years ago
- Traditionally, volatility is modeled using parametric models. This project focuses on predicting EUR/USD volatility using more flexible, …☆28Oct 20, 2021Updated 4 years ago
- Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model☆73Sep 15, 2019Updated 7 years ago
- In this project, this research generally investigates the financial time series such as the price & return of NASDAQ Composite Index usin…☆12Dec 7, 2018Updated 7 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- A stock price prediction model based on ARMA and GARCH☆25Jun 21, 2024Updated 2 years ago
- ARIMA & GARCH models for stock price prediction☆27Sep 13, 2020Updated 6 years ago
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆13Apr 24, 2020Updated 6 years ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆41Feb 10, 2020Updated 6 years ago
- Multivariate DCC-GARCH model☆16Sep 27, 2018Updated 8 years ago
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆24Jan 22, 2024Updated 2 years ago
- Univariate_ARIMA_models, ARCH/GARCH Volatility Forecasting models, VAR model for macro fundamentals forecasts☆16Sep 23, 2026Updated 3 weeks ago
- Explore TESLA stock price (time-series) using ARIMA & GARCH model.☆20Oct 20, 2021Updated 4 years ago
- A Model to Predict any kind of price such as Crypto price or Stock price using LSTM network and python☆25Jan 16, 2022Updated 4 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- To create a data-web application deployed using the azure app service, which was made on Streamlit, the leading Pythonic data application…☆13Apr 2, 2022Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆75Feb 19, 2020Updated 6 years ago
- Comparison of Markov-Switching GARCH models, namely symmetric GARCH, EGARCH, GJR-GARCH, performances in Value-at-Risk forecasting.☆27Aug 28, 2017Updated 9 years ago
- Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation☆25Apr 27, 2018Updated 8 years ago
- A python-based implementation of the HAR model to forecast realized volatility on SPY.☆28Jun 22, 2020Updated 6 years ago
- Stock markets are an essential component of the economy. Their prediction naturally arouses afascination in the academic and financial w …☆22Jun 12, 2021Updated 5 years ago
- Difference-in-Differences analysis of survey data to estimate causal effects☆10Feb 27, 2019Updated 7 years ago
- We investigate the connectedness of GDP growth risk over 12 OECD member countries. Understanding the Growth-at-Risk of GDP has been a pop…☆10Jun 8, 2020Updated 6 years ago
- DCC GARCH modeling in Python☆111Jan 15, 2020Updated 6 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- The Project was a study of how closely time series predictions and forecasting can be made on stochastic time models modelled using diffe…☆11Aug 16, 2020Updated 6 years ago
- A competition held by Chinese society of social insurance and Aibaba Group. I individually got the ranking of 15 in the first round and 1…☆33Nov 20, 2017Updated 8 years ago
- Project includes scripts to set up a securities master database with stock and ETF timeseries data☆12Apr 20, 2016Updated 10 years ago
- A rewritten version of C++ Design Patterns and Derivatives Pricing coded in Python☆11Sep 16, 2019Updated 7 years ago
- Model and replications scripts for the 2020 IMF Working Paper "Foreign Exchange Interventions Rules for Central Banks: A Risk-Based Frame…☆11Apr 20, 2023Updated 3 years ago
- ☆41Feb 10, 2021Updated 5 years ago
- ☆11Dec 17, 2018Updated 7 years ago
- Volatility Spillovers based on Diebold and Yilmaz 2012☆19Mar 16, 2022Updated 4 years ago
- Cointegration Test in python☆28Mar 19, 2019Updated 7 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- A model for forecasting stock volatility☆21Apr 14, 2017Updated 9 years ago
- Codes working in the R environment to apply rainfall-runoff hydrological models☆12Jan 19, 2022Updated 4 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆17Nov 28, 2017Updated 8 years ago
- Built quantitative models to measure value at risk (VaR) and Expected Shortfall (ES).☆13Aug 30, 2018Updated 8 years ago
- API for scrapping news on stock market for sentiment analysis and stock prediction☆15May 31, 2022Updated 4 years ago
- Python package to test for structural breaks at a specified date using the Chow Test.☆12Dec 17, 2024Updated last year
- Master Dissertation (2014): Backtesting Bootstrap Value-at-Risk and Expected Shortfall estimates in GARCH models☆14Mar 11, 2026Updated 7 months ago