nikhils10 / Multivariate-Analysis--Oil-Price-Prediction-Using-LSTM-GRU-
Comparing Long Term Short Memory (LSTM) & Gated Re-current Unit (GRU) during forecasting of oil price .Exploring multivariate relationships between West Texas Intermediate and S&P 500, Dow Jones Utility Avg, US Dollar Index Futures , US 10 Yr Treasury Bonds , Gold Futures.
☆43Updated 2 years ago
Related projects ⓘ
Alternatives and complementary repositories for Multivariate-Analysis--Oil-Price-Prediction-Using-LSTM-GRU-
- By combining GARCH(1,1) and LSTM model implementing predictions.☆54Updated 5 years ago
- A Python implementation of a Hybrid LSTM-GARCH model for volatility forecasting☆24Updated 2 years ago
- Stock markets are an essential component of the economy. Their prediction naturally arouses afascination in the academic and financial w…☆18Updated 3 years ago
- This project seeks to utilize Deep Learning models, Long-Short Term Memory (LSTM) Neural Networks to predict stock prices.☆83Updated 3 years ago
- A new GRU framework for stock price prediction. A new module similar to the attention mechanism and a module similar to the ResNet are ad…☆10Updated 5 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 …☆127Updated 2 years ago
- Stock Price Prediction using CNN-LSTM☆83Updated 4 years ago
- Time Series analysis with Python and ARIMA model to forecast Bitcoin price☆21Updated 6 years ago
- Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time ser…☆20Updated 7 years ago
- ☆53Updated 5 years ago
- Deep Learning - Neural network (RNN, LSTM & GRU)☆62Updated 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…☆50Updated 3 years ago
- Stock Price Prediction with PCA and LSTM☆14Updated 3 years ago
- ☆76Updated 4 years ago
- Comparative Analysis of Conv1D-LSTM with CNN , LSTM for Stock Price Prediction☆60Updated 6 years ago
- A stock price prediction model based on ARMA and GARCH☆19Updated 5 months ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆63Updated 3 years ago
- ARIMA & GARCH models for stock price prediction☆17Updated 4 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆23Updated 6 years ago
- Intra day Stock Prediction 10 minutes into the future☆102Updated 5 years ago
- ☆78Updated 2 years ago
- Developing hybrid deep learning models by integrating Neural networks with (s,e,t)GARCH models to predict volatility in the Indian Commod…☆14Updated 3 years ago
- A hybrid model to predict the volatility of stock index with LSTM and GARCH-type input parameters☆22Updated 3 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆28Updated 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…☆10Updated 2 years ago
- Stock Market Price Prediction: Used machine learning algorithms such as Linear Regression, Logistics Regression, Naive Bayes, K Nearest N…☆17Updated 4 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…☆58Updated 3 years ago