WWH98932 / Multivariate-Financial-Time-Series-Analysis
UCLA Master of Applied Economics Capstone Research
☆11Updated 6 years ago
Alternatives and similar repositories for Multivariate-Financial-Time-Series-Analysis
Users that are interested in Multivariate-Financial-Time-Series-Analysis are comparing it to the libraries listed below
Sorting:
- In this project, this research generally investigates the financial time series such as the price & return of NASDAQ Composite Index usin…☆12Updated 6 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
- We predict stock price with K-means clustering and support vector machine☆17Updated 6 years ago
- RNN based on Chandler Zuo's implementation of the paper: A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction☆18Updated 9 months ago
- RNN - Stock Prediction Model using Attention Multilayer Recurrent Neural Networks with LSTM Cells☆39Updated 7 years ago
- Python code for dynamic facctor model. (Preliminary and in progress)☆22Updated 7 years ago
- An attempt to implement the idea behind this paper: https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0212320☆20Updated 3 years ago
- This project is to practice applying Long Short-Term Memory network in deep learning to predict time series financial data. I selected Am…☆15Updated 7 years ago
- ☆12Updated 5 years ago
- Comparison of Markov-Switching GARCH models, namely symmetric GARCH, EGARCH, GJR-GARCH, performances in Value-at-Risk forecasting.☆25Updated 7 years ago
- Trained an LSTM model in python to predict prices after denoising the price signal using wavelet transformation method.☆8Updated 5 years ago
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆14Updated 5 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- Multivariate Adaptive Regression Splines for Time Series Prediction☆18Updated last year
- Time Series Classification with Convolutional Neural Network: Automated Trading by Pattern Recognition (Master's Thesis)☆19Updated 2 years ago
- (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"☆16Updated 7 years ago
- Financial time series forecast using dual attention RNN☆27Updated 6 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆18Updated 7 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆13Updated 6 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago
- By combining GARCH(1,1) and LSTM model implementing predictions.☆57Updated 6 years ago
- Stock Price Prediction with PCA and LSTM☆14Updated 4 years ago
- Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation☆21Updated 7 years ago
- Scalable Models of Probabilistic Forecasting with Fuzzy Time Series, PhD Thesis☆10Updated 2 years ago
- ☆49Updated 3 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 2 months ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆20Updated 8 months ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- Thesis project about Unsupervised anomaly detection on the streaming time-series data of porfolio risk measures and returns.☆20Updated 6 years ago
- 一些研报的复现☆12Updated 6 years ago