niharikabalachandra / Market-Risk-Management-with-Time-Series-Prediction-of-Stock-Market-Trends-Links
Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time series analysis and prediction of short-term tends in stock prices.
☆21Updated 7 years ago
Alternatives and similar repositories for Market-Risk-Management-with-Time-Series-Prediction-of-Stock-Market-Trends-
Users that are interested in Market-Risk-Management-with-Time-Series-Prediction-of-Stock-Market-Trends- are comparing it to the libraries listed below
Sorting:
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆22Updated 4 years ago
- kennedyCzar / STOCK-RETURN-PREDICTION-USING-KNN-SVM-GUASSIAN-PROCESS-ADABOOST-TREE-REGRESSION-AND-QDAForecast stock prices using machine learning approach. A time series analysis. Employ the Use of Predictive Modeling in Machine Learning …☆133Updated 2 years ago
- This project aims to predict VOLATILITY S&P 500 (^VIX) time series using LSTM.☆100Updated 4 years ago
- Conversion of the time series values to 2-D stock bar chart images and prediction using CNN (using Keras-Tensorflow)☆41Updated 2 years ago
- Stock markets are an essential component of the economy. Their prediction naturally arouses afascination in the academic and financial w…☆21Updated 4 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- RNN - Stock Prediction Model using Attention Multilayer Recurrent Neural Networks with LSTM Cells☆39Updated 7 years ago
- Attempt to replicate: A deep learning framework for financial time series using stacked autoencoders and long- short term memory☆91Updated 3 years ago
- Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model☆69Updated 5 years ago
- By combining GARCH(1,1) and LSTM model implementing predictions.☆57Updated 6 years ago
- In this project, we implement and compare the performance of several machine learning and deep learning algorithms in predicting the US s…☆55Updated 4 years ago
- Stock Market Prediction Using Unsupervised Features☆54Updated 6 years ago
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆93Updated 2 years ago
- Hidden Markov Model (HMM) based stock forecasting☆102Updated 7 years ago
- Stock Price prediction using news data. The datasets used consists news and stock price data from 2008 to 2016. The polarity(Subjectivity…☆48Updated 7 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- Deep Learning - Neural network (RNN, LSTM & GRU)☆66Updated 6 years ago
- Implementation of a variety of Value-at-Risk backtests☆38Updated 6 years ago
- This project explores stock trading modelling with the use recurrent neural network (RNN) with long-short term memory (LSTM) architecture…☆27Updated 6 years ago
- Financial time series forecast using dual attention RNN☆27Updated 6 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆60Updated 3 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆20Updated 10 months ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆32Updated 6 years ago
- Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…☆99Updated 3 years ago
- ☆77Updated 5 years ago
- Using past price data and sentiment analysis from news and other documents to predict the S&P500 index using a LSTM RNN. Idea replicated …☆32Updated last year
- PHBS 2018 Machine Learning Class Project☆14Updated 7 years ago
- ☆73Updated 3 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆26Updated 2 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆82Updated 2 years ago