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:
- 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…☆307Sep 10, 2021Updated 4 years ago
- 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
- Object oriented toolbox for data management, graphics and econometrics.☆10Nov 23, 2024Updated last year
- 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.
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆78Aug 1, 2021Updated 5 years ago
- ☆15Dec 9, 2017Updated 8 years ago
- ☆11Jul 20, 2015Updated 11 years ago
- 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
- 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
- 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
- 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
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Deep BSDE solver in Pytorch☆14Nov 12, 2024Updated last year
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Jan 25, 2016Updated 10 years ago
- 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
- Applying neural nets to predict bankruptcy among companies☆12Aug 29, 2018Updated 7 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
- 量化投资探索指数基金定投的策略☆11Oct 21, 2017Updated 8 years ago
- Example of Docker containers with host mode talking to services (NGINX + PgSQL + Redis) running on Docker host☆10Feb 10, 2017Updated 9 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.
- 知识图谱-金融知识图谱☆29Jan 21, 2020Updated 6 years ago
- 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
- 基金数据抓取分析程序，根据历史数据分析筛选出最适合定投的基金☆12Jan 20, 2020Updated 6 years ago
- A python-based implementation of the HAR model to forecast realized volatility on SPY.☆26Jun 22, 2020Updated 6 years ago
- ☆11Aug 10, 2022Updated 3 years ago
- Python code for Honey Badger Optimization Algorithm☆11Apr 19, 2022Updated 4 years ago
- 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
- A quantum machine learning algorithm for quantum non-IID federated learning☆31Jan 29, 2023Updated 3 years ago
- Robot, callouts, and timeline plugin for boss encounters.☆11Oct 13, 2017Updated 8 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.
- 恰饭网：华中科技大学系统能力竞赛团队主页☆11Jul 23, 2021Updated 5 years ago
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆73Updated this week
- 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
- A gamification solution for ESG stock portfolio ratings. 🌲🏙☆19May 25, 2022Updated 4 years ago
- 利用tuShare开源数据平台打造股票强弱板块轮动研究平台☆17Dec 8, 2022Updated 3 years ago
- 南开大学信息检索系统大作业，写一个搜索引擎☆10Dec 30, 2023Updated 2 years ago
- Stock markets are an essential component of the economy. Their prediction naturally arouses afascination in the academic and financial w…☆22Jun 12, 2021Updated 5 years ago