Alternatives and similar repositories for Hybrid-LSTM-GARCHE-model-for-NASDAQ-Stock-Prediction-Forecasting:

Users that are interested in Hybrid-LSTM-GARCHE-model-for-NASDAQ-Stock-Prediction-Forecasting are comparing it to the libraries listed below

• BirdiD / Stock-trends-prediction-with-macroeconomic-indicators
  Stock markets are an essential component of the economy. Their prediction naturally arouses afascination in the academic and financial w…
  ☆21Updated 3 years ago
• omerbsezer / TimeSeries2DBarChartImageCNN
  Conversion of the time series values to 2-D stock bar chart images and prediction using CNN (using Keras-Tensorflow)
  ☆40Updated 2 years ago
• niharikabalachandra / Market-Risk-Management-with-Time-Series-Prediction-of-Stock-Market-Trends-
  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
• QuhiQuhihi / project_Asset_Allocation
  quantitative asset allocation strategy
  ☆24Updated 2 months ago
• Bturan19 / Neural-Garch-Hybrid-Model-Implementation
  By combining GARCH(1,1) and LSTM model implementing predictions.
  ☆56Updated 6 years ago
• Yan1015 / Pairs-Trading-using-Copula
  This project is to apply Copula Function to pair trading strategy both in American stock market.
  ☆28Updated 6 years ago
• theo-dim / regime_detection_ml
  Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).
  ☆16Updated 3 years ago
• jbogocz / arima_garch
  ARIMA & GARCH models for stock price prediction
  ☆18Updated 4 years ago
• jiewwantan / XGBoost_stock_prediction
  XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…
  ☆31Updated 6 years ago
• tzhangwps / Turbulence-and-Systemic-Risk
  Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…
  ☆26Updated last month
• tqa236 / LSTM_algo_trading
  Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"
  ☆19Updated 4 years ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆23Updated 2 years ago
• aconstandinou / mean-reversion
  Various python scripts to introduce mean reversion concepts.
  ☆22Updated 6 years ago
• KshitijK1999 / A-Hybrid-Deep-Learning-Based-Model-for-Volatility-Prediction
  Developing hybrid deep learning models by integrating Neural networks with (s,e,t)GARCH models to predict volatility in the Indian Commod…
  ☆17Updated 3 years ago
• RasLillebo / HighFrequencyEconometrics-HAR-vs.-Neural-Networks
  Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performa…
  ☆18Updated 4 years ago
• anhdanggit / volatility-garch-VaR
  Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation
  ☆21Updated 6 years ago
• oronimbus / tactical-asset-allocation
  Implements different approaches to tactical and strategic asset allocation
  ☆31Updated 3 months ago
• XuanyiJi / Forecasting-the-volatility-of-stock-price-index
  A hybrid model to predict the volatility of stock index with LSTM and GARCH-type input parameters
  ☆24Updated 4 years ago
• techietrader / Pairs-Trading-Indian-Stocks-using-Machine-Learning
  keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test
  ☆32Updated 6 years ago
• theo-dim / Global-Macro-Strategies
  A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …
  ☆8Updated 3 years ago
• BayerSe / VaR-Backtesting
  Implementation of a variety of Value-at-Risk backtests
  ☆36Updated 5 years ago
• sprasadhpy / Time-Series-Models-using-python
  Univariate_ARIMA_models, ARCH/GARCH Volatility Forecasting models, VAR model for macro fundamentals forecasts
  ☆11Updated 4 years ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• fp1acm8 / Analysis-of-Financial-Time-Series
  Semi-automatic analysis of a financial series using Python.
  ☆13Updated 3 years ago
• white07S / Pricing-Models
  Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…
  ☆16Updated 2 years ago
• tlemenestrel / LSTM_GARCH
  A Python implementation of a Hybrid LSTM-GARCH model for volatility forecasting
  ☆32Updated 2 years ago
• DavidCico / Forecasting-direction-of-trade-an-example-with-LSTM-neural-network
  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 3 years ago
• Blue-Universe / Time-Series-Analysis-Statistical-Arbitrage
  This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
  ☆63Updated 5 years ago
• HoagieT / Inflation-Nowcast-Model
  A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.
  ☆14Updated 4 years ago
• hellojinwoo / CA_GMVP
  Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'
  ☆23Updated 2 years ago