qs66 / An-Alternative-Approach-to-Forecast-the-Volatility-of-Multiscale-and-High-Dimensional-Market-DataView on GitHub
Traditional methods for volatility forecast of multiscale and high-dimensional data like foreign-exchange and stock market volatility have both advantages and disadvantages which have been identified. In my project, I apply the Support Vector Machine (SVM) as a complimentary volatility method which is capable dealing of such type of data. SVM-b…
☆11Jun 1, 2017Updated 9 years ago
Alternatives and similar repositories for An-Alternative-Approach-to-Forecast-the-Volatility-of-Multiscale-and-High-Dimensional-Market-Data
Users that are interested in An-Alternative-Approach-to-Forecast-the-Volatility-of-Multiscale-and-High-Dimensional-Market-Data are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Vine_Copula_based_ARMA_EGARCH☆10Feb 10, 2019Updated 7 years ago
- ☆10Dec 6, 2018Updated 7 years ago
- ☆11Jun 30, 2018Updated 8 years ago
- Comparison of Markov-Switching GARCH models, namely symmetric GARCH, EGARCH, GJR-GARCH, performances in Value-at-Risk forecasting.☆27Aug 28, 2017Updated 9 years ago
- Econometrics I - Class materials☆14Updated this week
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- This Model is created to describe the credit risk of a listed company☆26Apr 11, 2017Updated 9 years ago
- Bayesian Information Gap Decision Theory☆20Sep 9, 2026Updated last month
- Here are the Matlab codes used in "Fuzzy Entropy Metrics for the Analysis of Biomedical Signals: Assessment and Comparison, IEEE ACCESS, …☆17Jul 24, 2019Updated 7 years ago
- 信息分析预测期末课设_使用ARIMA模型与SVR对一组时间序列数据进行预测分析☆16Jul 6, 2019Updated 7 years ago
- Simple online editor of math formulas based on LaTeX syntax. Contains table of popular equations and chars for easy work with it to help …☆10Sep 13, 2019Updated 7 years ago
- simple class to extract 1st page from pdf document and create a compressed png file out of it☆10May 20, 2014Updated 12 years ago
- R data sets for "Principles of Econometrics" by Hill, Griffiths, and Lim, 4e, Wiley☆45May 19, 2016Updated 10 years ago
- MSGARCH R Package☆86Aug 20, 2026Updated 2 months ago
- A Minecraft mod to add more functionnalities to boats!☆14Nov 5, 2022Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model☆73Sep 15, 2019Updated 7 years ago
- Graduate level econometrics labs in Python/R☆45Jan 18, 2013Updated 13 years ago
- Source code of Optimizing Coverage in a K-Covered and Connected Sensor Network Using Genetic Algorithms paper☆14Oct 19, 2020Updated 6 years ago
- 二维码生成 - 支持中间logo / 支持svg / 支持table / 支持canvas☆11Jan 9, 2018Updated 8 years ago
- ☆11May 15, 2022Updated 4 years ago
- Traditionally, volatility is modeled using parametric models. This project focuses on predicting EUR/USD volatility using more flexible, …☆28Oct 20, 2021Updated 5 years ago
- 这是个基于 Border Card UI 的 Typecho 主题☆13Apr 21, 2026Updated 6 months ago
- Scanned Paper Rotation Correction using PyTorch to automatically correcting the orientation of scanned paper documents between -45° , 45°☆10Apr 14, 2023Updated 3 years ago
- Implementation of FedAvg, FedProx and qFedAvg using PyTorch☆18Apr 2, 2024Updated 2 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Enables Chrome's "x-webkit-speech" input attribute in MobileSafari☆16May 27, 2012Updated 14 years ago
- textClassify文本分类☆11Dec 3, 2013Updated 12 years ago
- We propose a model to analyze sentiment of online stock forum and use the information to predict stock volatility in the Chinese market. …☆60Jun 4, 2017Updated 9 years ago
- ☆13Feb 27, 2021Updated 5 years ago
- Samples of LaTeX library TikZ☆16Dec 5, 2018Updated 7 years ago
- HYDRA: Competing convolutional kernels for fast and accurate time series classification☆64Jul 23, 2024Updated 2 years ago
- 繁星之恋主题 — A Romantic Theme for Typecho☆10Aug 8, 2023Updated 3 years ago
- A next generation search engine for researchers that supports searching with LaTeX math script.☆12Jul 21, 2024Updated 2 years ago
- ⛏️ Contains 4 python modules. Basic OCR using Google's Tesseract on single image and pdf. Auto orientation correction for scanned docs. A…☆12Aug 31, 2021Updated 5 years 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.
- Deployable code for the Go Botany application☆12Oct 9, 2026Updated 2 weeks ago
- [ICASSP 2025] Official code of "Exploring Kolmogorov-Arnold networks for realistic image sharpness assessment"☆27Jul 12, 2026Updated 3 months ago
- Wave! Dance! Facepalm! Emotes mod for Minecraft!☆14Sep 14, 2014Updated 12 years ago
- make an dyadic array with colspan and rowspan from a tree, so you can easily display a table view to describe a tree structure.☆12Jun 12, 2016Updated 10 years ago
- typecho插件，github登陆之oauth，演示地址：https://newsn.net/☆10May 10, 2020Updated 6 years ago
- Papers on trustworthy anomaly detection☆28Apr 18, 2024Updated 2 years ago
- This project holds a line-list data (including mobility and exposure history, as well as epidemiological Timelines) of 10,000+ COVID-19 c…☆14Apr 28, 2023Updated 3 years ago