A hybrid model to predict the volatility of stock index with LSTM and GARCH-type input parameters
☆27Dec 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:
- By combining GARCH(1,1) and LSTM model implementing predictions.☆59Dec 29, 2018Updated 7 years ago
- 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 4 years ago
- Univariate_ARIMA_models, ARCH/GARCH Volatility Forecasting models, VAR model for macro fundamentals forecasts☆16Jan 25, 2021Updated 5 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆78Aug 1, 2021Updated 5 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.
- Applying Hidden Markov Models to model Gold Intraday Volatility by detecting regime switches from low-vol regimes to high-vol☆16Feb 17, 2021Updated 5 years ago
- A model for forecasting stock volatility☆22Apr 14, 2017Updated 9 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆17Nov 28, 2017Updated 8 years ago
- PyTorch implementations of FinGAN and TimeGAN to generate financial time series☆21Nov 13, 2024Updated last year
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- This repository contains the code and related materials for my participation in the quantitative competition hosted by Tower Research Cap…☆13Mar 11, 2024Updated 2 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Jan 25, 2016Updated 10 years ago
- ☆11Apr 23, 2023Updated 3 years ago
- 大类资产配置☆12Jun 3, 2021Updated 5 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- This is a Python-based repository for a multi-strategy quant system. It provides a framework for implementing and testing various quantit…☆29Feb 8, 2024Updated 2 years ago
- This repo contains the code for the reinforcement learning course project https://github.com/cuhkrlcourse☆12May 24, 2020Updated 6 years ago
- Application for generating college football score and win probability predictions using neural networks☆13Dec 21, 2017Updated 8 years ago
- Sports betting analytics☆12Jan 25, 2021Updated 5 years ago
- Realized Volatility Forecasting modeling☆20May 5, 2017Updated 9 years ago
- 量化投资探索指数基金定投的策略☆11Oct 21, 2017Updated 8 years ago
- 知识图谱-金融知识图谱☆29Jan 21, 2020Updated 6 years ago
- This repository implements Jiequn Han's DeepBSDE solver in PyTorch, restructured for use as an installable Python package or a git submod…☆16Mar 15, 2025Updated last year
- 暑期机器学习讨论班是由张祥老师组织发起,全体学生参与的讨论交流活动。目的是让学生巩固机器学习基本算法,掌握基本原理和使用。组织形式为学生选题并制作PPT,采用演讲的形式授课给全体参与学生和导师。☆10Sep 19, 2018Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Nald'thal the Traders.☆11Nov 4, 2018Updated 7 years ago
- Dockerfiles and manual for easy build of docker image with CUDA10.X and cuDNN7.6 to run TensorFlow/PyTorch on the nvidia GPU in docker-co…☆21Apr 14, 2021Updated 5 years ago
- 知识库、大语言模型、医疗知识库构建、基于大语言模型的知识库☆30Jun 13, 2023Updated 3 years ago
- A python-based implementation of the HAR model to forecast realized volatility on SPY.☆27Jun 22, 2020Updated 6 years ago
- This is a Python-Django reservation system that allows passengers to search buses to book based on origin and destination, book buses and…☆13Apr 21, 2023Updated 3 years ago
- This tool annotates FFXIV maps with elite marks location spawn points☆10Nov 6, 2025Updated 9 months ago
- Time Series analysis with Python and ARIMA model to forecast Bitcoin price☆24Sep 5, 2018Updated 7 years ago
- ☆11Aug 10, 2022Updated 4 years ago
- Python code for Honey Badger Optimization Algorithm☆11Apr 19, 2022Updated 4 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- A simple implement for multi-label text classification with Bert. I will extend the code to a higher version for very long text over 512,…☆12Jun 2, 2021Updated 5 years ago
- This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course☆17May 26, 2017Updated 9 years ago
- Robot, callouts, and timeline plugin for boss encounters.☆11Oct 13, 2017Updated 8 years ago
- An Automated Trading System for managing and executing multiple trading strategies via Interactive Brokers.☆19Oct 14, 2024Updated last year
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆74Updated this week
- Django module/app for managing reservations☆12Aug 7, 2016Updated 10 years ago
- Convert original MNIST database from http://yann.lecun.com/exdb/mnist/ into CSV format☆13Jun 10, 2018Updated 8 years ago