Modeling of intraday volatility and volume in financial markets
☆20May 29, 2023Updated 3 years ago
Alternatives and similar repositories for intradayModel
Users that are interested in intradayModel are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-Net☆10Nov 9, 2024Updated last year
- ☆14May 13, 2026Updated last month
- Project to model the trading of energy to different markets using various power plant models☆16Mar 24, 2022Updated 4 years ago
- Unveiling the Economics of SQL Operations☆10Apr 21, 2024Updated 2 years ago
- Implements Path Shadowing Monte Carlo (PSMC).☆89Dec 19, 2024Updated last year
- 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.
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- Method for systematically selecting strikes and managing risk of an SPX-based volatility premium capture strategy. Created by Quant Galor…☆15Apr 5, 2023Updated 3 years ago
- Thesis support material☆11Mar 28, 2021Updated 5 years ago
- Scientific Machine Learning☆17Aug 12, 2025Updated 10 months ago
- A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.☆14May 24, 2018Updated 8 years ago
- Flexible and transparent Python Boruta implementation☆15Jun 8, 2025Updated last year
- ☆15Jan 5, 2026Updated 5 months ago
- [PACIS 2024] The official repo for the paper: "Phase Space Reconstructed Neural Ordinary Differential Equations Model for Stock Price For…☆10May 21, 2025Updated last year
- Financial Machine Learning Repository☆12Apr 25, 2024Updated 2 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- ☆17Apr 8, 2026Updated 2 months ago
- A data visualization project to show the taxi availability in Singapore☆12Jan 30, 2017Updated 9 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 3 years ago
- ☆17Oct 25, 2023Updated 2 years ago
- Collection of common indicators used for EA31337 strategies.☆14May 10, 2025Updated last year
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆18Feb 16, 2024Updated 2 years ago
- Machine learning methods for identifing investment factors☆20Nov 9, 2021Updated 4 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆55Apr 15, 2019Updated 7 years ago
- A Quantitative Pre-Trading Research tool with customized openBB backend for a more modular design☆17Mar 22, 2026Updated 3 months ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- prediction market indexer with semantic search☆37Jan 27, 2026Updated 5 months ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated 3 months ago
- R Package for Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes☆16Dec 6, 2022Updated 3 years ago
- Official implementation of PRUDEX-Compass☆54Jun 21, 2023Updated 3 years ago
- implementation of the two-factor quintic OU model☆14Mar 19, 2025Updated last year
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆14Nov 21, 2023Updated 2 years ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 3 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Feb 3, 2014Updated 12 years ago
- MAG-SQL: Multi-Agent Generative Approach with Soft Schema Linking and Iterative Sub-SQL Refinement for Text-to-SQL☆19Jul 10, 2025Updated 11 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆16Jul 17, 2020Updated 5 years ago
- Accompanying code to my master thesis: "Neural Network assisted Option Pricing under Rough Volatility: An Empirical Validation".☆12Apr 14, 2022Updated 4 years ago
- 中国波动率指数IVIX（CBOE volatility index）☆27May 25, 2021Updated 5 years ago
- getSymbols() reboot☆17Oct 17, 2024Updated last year
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆21May 4, 2021Updated 5 years ago
- An easy to use and powerful python-based data exploration and analysis tool☆18Jul 31, 2019Updated 6 years ago
- PyIndicators is a powerful and user-friendly Python library for financial technical analysis indicators, metrics and helper functions for…☆41Mar 4, 2026Updated 4 months ago