Nyarukotep / ARMA-GARCH-ModelView external linksLinks
A stock price prediction model based on ARMA and GARCH
☆24Jun 21, 2024Updated last year
Alternatives and similar repositories for ARMA-GARCH-Model
Users that are interested in ARMA-GARCH-Model are comparing it to the libraries listed below
Sorting:
- ARIMA & GARCH models for stock price prediction☆26Sep 13, 2020Updated 5 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 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
- 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
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆72Feb 19, 2020Updated 5 years ago
- This repo is for my articles published on Medium.com☆16Mar 8, 2023Updated 2 years ago
- C++ option pricing library on vanillas & exotics, Python volatility calibration library☆20Aug 20, 2024Updated last year
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.☆18Mar 20, 2020Updated 5 years ago
- A Model to Predict any kind of price such as Crypto price or Stock price using LSTM network and python☆24Jan 16, 2022Updated 4 years ago
- ☆18Feb 13, 2022Updated 4 years ago
- Python code for dynamic facctor model. (Preliminary and in progress)☆22Dec 2, 2017Updated 8 years ago
- GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hed…☆298Sep 10, 2021Updated 4 years ago
- DCC GARCH modeling in Python☆102Jan 15, 2020Updated 6 years ago
- A binary classification model is developed to predict the probability of paying back a loan by an applicant. Customer previous loan journ…☆22Sep 13, 2022Updated 3 years ago
- By combining GARCH(1,1) and LSTM model implementing predictions.☆59Dec 29, 2018Updated 7 years ago
- Comparison of Markov-Switching GARCH models, namely symmetric GARCH, EGARCH, GJR-GARCH, performances in Value-at-Risk forecasting.☆27Aug 28, 2017Updated 8 years ago
- Explore TESLA stock price (time-series) using ARIMA & GARCH model.☆20Oct 20, 2021Updated 4 years ago
- Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimens…☆21Nov 12, 2020Updated 5 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆33Jul 28, 2020Updated 5 years ago
- Production Fixed Horizon Planning with Python☆31Jan 3, 2026Updated last month
- AI enhanced automation tool for financial modelling and market analysis.☆11Sep 10, 2019Updated 6 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- Iota or Shimmer Wallet Library focusing on Stardust. For C# CSharp .NET implementation of wallet.rs using rust bindings and P/Invoke☆11Sep 9, 2023Updated 2 years ago
- Kate is Multimodal Live Assistant that ignites your browsing experience☆11Feb 15, 2025Updated last year
- ESG Insights AI simplifies ESG data analysis with advanced AI models, ensuring compliance with GRI standards. It helps asset managers ass…☆13Oct 31, 2024Updated last year
- This repository contains Python scripts and Jupyter notebooks for various tasks related to petroleum engineering.☆11Oct 30, 2024Updated last year
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated last month
- ☆11Apr 28, 2023Updated 2 years ago
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Nov 12, 2018Updated 7 years ago
- ☆14Mar 26, 2025Updated 10 months ago
- ☆10Sep 25, 2018Updated 7 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- ☆14Apr 14, 2025Updated 10 months ago
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆10Jun 11, 2019Updated 6 years ago
- A rules induction system for data mining and exploratory data analysis☆11Jul 17, 2024Updated last year
- WLkata Mirobot Python SDK☆12Dec 19, 2025Updated last month
- Generate videos using Temporal, Google Gemini, and Veo 2.☆16Jul 11, 2025Updated 7 months ago
- This page has instructions and a python script to help you break GDELT Data away from the Google Big Query Environment☆12Jan 30, 2021Updated 5 years ago