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
- 基于历史数据预测期货的波动率，用于期货的辅助分析，具备模型的核心代码☆10Nov 15, 2018Updated 7 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
- Univariate_ARIMA_models, ARCH/GARCH Volatility Forecasting models, VAR model for macro fundamentals forecasts☆16Sep 23, 2026Updated 2 weeks ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆78Aug 1, 2021Updated 5 years ago
- ☆11Jul 20, 2015Updated 11 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
- A model for forecasting stock volatility☆22Apr 14, 2017Updated 9 years ago
- Python codes for GARCH-MIDAS model (estimation & forecast)☆15Jan 28, 2023Updated 3 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- ☆29Dec 15, 2023Updated 2 years ago
- ARIMA & GARCH models for stock price prediction☆27Sep 13, 2020Updated 6 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Jan 25, 2016Updated 10 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- ☆12Apr 23, 2023Updated 3 years ago
- 大类资产配置☆12Jun 3, 2021Updated 5 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
- Data Scraping and Data Mining from Beginner to Pro with Python, by Packt publishing☆14Jan 30, 2023Updated 3 years ago
- Applying neural nets to predict bankruptcy among companies☆12Aug 29, 2018Updated 8 years ago
- Application for generating college football score and win probability predictions using neural networks☆13Dec 21, 2017Updated 8 years ago
- Sports betting analytics☆13Jan 25, 2021Updated 5 years ago
- Realized Volatility Forecasting modeling☆20May 5, 2017Updated 9 years ago
- Python code for solving partial differential equations (PDEs) using deep learning. Specifically, we provide implementations for solving t…☆26Jun 14, 2024Updated 2 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.
- 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 8 years ago
- Nald'thal the Traders.☆11Nov 4, 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☆11Jan 20, 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
- A python-based implementation of the HAR model to forecast realized volatility on SPY.☆28Jun 22, 2020Updated 6 years ago
- This tool annotates FFXIV maps with elite marks location spawn points☆10Nov 6, 2025Updated 11 months ago
- ☆11Aug 10, 2022Updated 4 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 4 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.
- 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
- This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course☆17May 26, 2017Updated 9 years ago
- The Repo is a part of our Build your Private Geth PoA Ethereum Blockchain Network (localhost) Course☆11Dec 18, 2019Updated 6 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
- 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