A hybrid model to predict the volatility of stock index with LSTM and GARCH-type input parameters
☆28Dec 17, 2020Updated 5 years ago
Alternatives and similar repositories for Forecasting-the-volatility-of-stock-price-index
Users that are interested in Forecasting-the-volatility-of-stock-price-index 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 4 years ago
- A Python implementation of a Hybrid LSTM-GARCH model for volatility forecasting☆52Oct 18, 2022Updated 3 years ago
- GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hed…☆304Sep 10, 2021Updated 4 years ago
- Univariate_ARIMA_models, ARCH/GARCH Volatility Forecasting models, VAR model for macro fundamentals forecasts☆16Jan 25, 2021Updated 5 years ago
- Firstly, multiple effective factors are discovered through IC value, IR value, and correlation analysis and back-testing. Then, XGBoost c…☆21Aug 4, 2020Updated 5 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- 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
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆75Aug 1, 2021Updated 4 years ago
- ☆11Jul 20, 2015Updated 10 years ago
- ☆15Dec 9, 2017Updated 8 years ago
- Is it possible to find which stocks will perform well in the future by looking at past financial data?☆25Jan 13, 2020Updated 6 years ago
- Realized Volatility Forecasting modeling☆20May 5, 2017Updated 8 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- ☆11Apr 23, 2023Updated 3 years ago
- ☆28Dec 15, 2023Updated 2 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- 量化投资探索指数基金定投的策略☆11Oct 21, 2017Updated 8 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆36Dec 6, 2023Updated 2 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆17Nov 28, 2017Updated 8 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Jan 25, 2016Updated 10 years ago
- This repository contains the code and related materials for my participation in the quantitative competition hosted by Tower Research Cap…☆11Mar 11, 2024Updated 2 years ago
- 大类资产配置☆11Jun 3, 2021Updated 4 years ago
- This repo contains the code for the reinforcement learning course project https://github.com/cuhkrlcourse☆12May 24, 2020Updated 5 years ago
- 知识图谱-金融知识图谱☆29Jan 21, 2020Updated 6 years ago
- Data Scraping and Data Mining from Beginner to Pro with Python, by Packt publishing☆14Jan 30, 2023Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Nald'thal the Traders.☆11Nov 4, 2018Updated 7 years ago
- ☆11Aug 10, 2022Updated 3 years ago
- baruch mfe mth9814 financial instruments☆20Jun 3, 2018Updated 7 years ago
- Application for generating college football score and win probability predictions using neural networks☆12Dec 21, 2017Updated 8 years ago
- This tool annotates FFXIV maps with elite marks location spawn points☆10Nov 6, 2025Updated 5 months ago
- Arbitrage betting algo, that searches and bets on safe wins on multiple betting platforms☆18Mar 20, 2026Updated last month
- The Repo is a part of our Build your Private Geth PoA Ethereum Blockchain Network (localhost) Course☆11Dec 18, 2019Updated 6 years ago
- An algorithm that intelligently executes a crypto order over time via Coinbase☆13Oct 26, 2021Updated 4 years ago
- An Automated Trading System for managing and executing multiple trading strategies via Interactive Brokers.☆19Oct 14, 2024Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- 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
- Source code for the course "Deep Reinforcement Learning for High-Frequency Trading" held at the Ukrainian Catholic University / Czech Tec…☆20Sep 11, 2022Updated 3 years ago
- A gamification solution for ESG stock portfolio ratings. 🌲🏙☆19May 25, 2022Updated 3 years ago
- Django module/app for managing reservations☆12Aug 7, 2016Updated 9 years ago
- Scrape Reddit Finance Forums for Social Sentiment Analysis☆13Oct 20, 2021Updated 4 years ago
- 南开大学信息检索系统大作业，写一个搜索引擎☆11Dec 30, 2023Updated 2 years ago
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆70Apr 21, 2026Updated last week